After seeing Martin Short on TV recently, I went to Amazon and bought a used copy of his memoirs called "I Must Say" -- after his Ed Grimley character. I read the first few pages where he talks about how Ed came to be. When he and his wife had a fight, she would ask to speak to Ed who was the kinder, wiser version of Martin. He would talk to her as Ed and they'd sort out their problem and the character built from there. It was a very sweet story.
The other surprising thing is when I opened the book, it's autographed by Martin. There is a bookplate in there with his signature on it... all that from a used Amazon copy! I bet no one noticed.