Was this in a Sprockets segment on SNL?
I think this was on Sprockets.
A host, I think it was Dieter, is showing his audience a black and white art film. In the film, a woman is walking in the darkness. A guttural voice is repeating "The beast, the beast, the beast, the beast." We see a hunched over figure. The figure turns around and we see it is a hideous bald old man eating a raw chicken and smiling. The woman exclaims "Father!" in a thick German accent. The video ends.
I thought this was part of the "Germany's Most Disturbing Home Videos" segment of Sprockets, but on review, it was not included.