Some of his favorite portraits and stories that can be found in his book include those of Steve Martin and Arnold Palmer.
The "Saturday Night Live" star shares that while he has been doodling his whole life, it wasn't until recent years that sketching people became a hobby. He adds that he would draw people sitting across from him during table reads for SNL, including actors like Chris Farley and Lorne Michaels.
He notes that what was once a simple activity to ease his boredom later evolved into a therapeutic measure that he could use in his daily life. Nealon would oftentimes bring his sketchbook with him onto flights to reduce the stress and anxiety he felt when dealing with his claustrophobia on these plane rides.
"I would be flying a lot too, and I went through a bout of claustrophobia and one of the things that helped me was taking out a sketchpad and drawing," he said.
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His book of celebrity caricatures and anecdotes can be purchased from retailers like Barnes & Noble and Amazon as well as signed copies ordered from Book Soup.
You can watch the full interview in the video player above.