Where can I find large drinking glasses from the Will Ferrel SNL skit? 1 gallon of brandy in the glasses?

If you're talking about giant brandy snifters then you want to look at home decor places like Pier 1 or Hobby Lobby or craft stores. They'll have giant glasses as decorations, just be careful because you're not supposed to drink from some of them. They either won't be food grade or the glass stems aren't designed to actually support the weight of a gallon of brandy.