Dan Aykroyd was the host of Psi Factor: Chronicles of the Paranormal. He also has visited the Greensboro area several times.

From the Greensboro News and Record:

“Saturday Night Live” alumni Dan Aydroyd and Jane Curtin say they had the time of their lives expanding one of their old regular skits into a full-length movie.Those most alien of illegal aliens are back in “Coneheads,’ the big-screen version of the “Saturday Night Live’ sketch originated in the late 1970s.
For the movie, Dan Aykroyd and Jane Curtin reprise their original roles of Beldar and Prymaat, the invaders from the planet Remulak with the 2-foot chrome domes and penchant for consuming mass quantities.
Laraine Newman, who originated the TV role as the Coneheads’ thoroughly Americanized daughter, Connie, has a bit part in the film, as Prymaat’s genetosibling (that’s sister to you bluntheads) during a visit to the home-planet sequence. Newman’s TV role is essayed by newcomer Michelle Burke.

Read more here: http://www.greensboro.com/jane-curtin-and-dan-aykroyd-back-in-the-cones-again/article_55c2749e-af7f-5009-9669-8cce49e2446d.html