Taken from Wikipedia:
Their most famous performance was on the 1981 Halloween episode of Saturday Night Live hosted by Donald Pleasence. The band was booked at the insistence of John Belushi who was a huge fan. Belushi initially offered them the soundtrack for his major motion picture Neighbors. The movie studio eventually forced Fear off the project and to make up for it Belushi got them the spot on SNL. Among the politically incorrect nature of Fear's songs, the band's appearance included a coterie of dancers, several of whom had been contacted for the event by both Penelope Spheeris (another avid Fear booster) and Henry Rollins (contrary to popular belief however, he was not in attendance himself); among them were Belushi, Ian MacKaye, Harley Flanagan of The Cro-mags, and John Brannon of Negative Approach, causing destruction of the set. During rehearsals the director wanted to prevent the dancers from participating, so Belushi offered to be in the episode (it had been many years since he left SNL) if the dancers were allowed to stay. The end result was the shortening of Fear's appearance on TV. The band first performed "I Don't Care About You", during which, Lee sang the words "fuck you" (albeit away from the microphone) on live television. The band started their second performance by saying it's great to be in New Jersey, to which the audience booed (the show was filmed in New York). Fear then played "Beef Bologna", "New York's Alright...If You Like Saxophones," and started to play "Let's Have a War" when the audio and video of the telecast faded into commercial.