Paranormal Occurrence

At a paranormal research institute, two investigators question three friends whose night at a hotel produced proof that ghosts exist. Sharon and Kirk describe gentle spirits who led them to a dying woman's bedside and an abandoned theater so they could finally cross over. Colleen Rafferty, smoking and unfiltered, recounts a battered ghost who dragged her half-dressed across town on a scooter and demanded a revolting act of revenge in his ex-girlfriend's bathroom, and each new detail of her ordeal leaves the researchers more uncomfortable.

SNL Archives lists this segment as "Paranormal Encounter", part of the recurring Close Encounter sketches; here Colleen Rafferty's ordeal involves ghosts rather than aliens.