Thousands of years before there was Saturday Night Live, the playwrights of Ancient Greece were poking fun at the world around them. Very often, these comedies featured half-man / half-goat characters known as Satyrs. They were obnoxious, dim-witted, and usually drunk. The Satyr characters delivered the most humorous lines, often at the expense of others. Hence, the notion of "satire" is derived from the Satyr play.
Although many Satyr plays are mentioned by Greek historians, only one complete script remains. Cyclops is an adventurous comedy by Euripides. The storyline is borrowed from Homer's Odyssey; however this version has a good deal more ribald jokes (some of which unfortunately gets lost in translation).
Care to check Cyclops out for yourself? MIT's "Internet Classics" offers the complete works of Euripides, including the only surviving Satyr play.