Examples of tour jokes:
Washington DC : Jagger's joke about the National Security Agency's spying scandal. "I don't think President Obama is here tonight, but I'm sure he's listening in,"
Toronto: “I just wanted you to know one thing: we’re not going to do any jokes tonight about the mayor or anything, OK?,” Jagger said three songs into the iconic band’s set. “It’s too easy. It’s much too easy a target. It’s a bit cheap — cheap shots. So we’re not going to do any of that.”
“We’re going to crack on with the show now.”
Barclays Center in Brooklyn:When they last played Beatles cover I Wanna Be Your Man “a carton milk only cost a quarter – and a ticket to the Stones was… I don’t want to go there.”
As far as video of their appearance on SNL it's hard to get as SNL is very tight about what is on the internet but here is images of what you are talking about Halfnanker: