The fine comedy writer Marvin Silbermintz just sent me links to two great clips on the CBC Digital Archives, which is a website full of goodies once broadcast on Canadian TV.
In this link, a young comedy writer named David Letterman talks about his work, long before anyone had ever let him host a talk show. This was back in '78. He also spars a bit with his fellow guest, director Otto Preminger. It runs a little less than seven minutes.
And in this link, Buster Keaton (from back in '64), reflects on his career, including an eloquent discourse on how to make a good throwing pie. The sound goes in and out so it isn't your speakers. This one runs close to 25 minutes.
Then, on my own, I found this clip of Gilda Radner and Lorne Michaels discussing their new endeavor, Saturday Night Live, for about nineteen minutes. I also located this one which is a few minutes with a young Jay Leno and this one with John Candy working as a field reporter for a Canadian TV program. There are probably other goodies there but some of us have things to do today.