His apartment is surrounded by 1950s rattan furniture, a tiki lamp, and a pair of Eskimo snowshoes.
Has a sister named April Schneider, born in 1959.
Has a treasured painting of Jack Lord of "Hawaii Five-O" (1968), whom he saw crossing a lobby while on a family vacation in Oahu when he was 8. He found the portrait in a vintage shop in San Francisco.
Likes to wear 1970s clothes.
"Saturday Night Live" (1975) producer Lorne Michaels spotted Rob on HBO's The 13th Annual Young Comedians Special (1989) (TV) in 1990 and signed him up as a writer on SNL.
Got his first break with an appearance on "Late Night with David Letterman" (1982) in 1987.
Has a daughter, Elle Tanner Schneider (Elle King) (born 1989) with ex-wife London King.
[July 24, 2007] Appeared in drag as actress Lindsay Lohan on "The Tonight Show with Jay Leno" (1992) when Lohan cancelled.
 Was an emergency guest on "The Tonight Show with Jay Leno" (1992) when Charlie Sheen suddenly canceled on the day he was scheduled. Schneider was in the adjacent studio taping "Men Behaving Badly" (1996) when he gladly accepted the request to take Sheen's place on very short notice.
Drives a silver Porsche Carerra cabriolet identical to the one he drove in Deuce Bigalow: Male Gigolo (1999).
Daughter Elle Elle King appeared in Deuce Bigalow: Male Gigolo (1999) as a Girl of America selling cookies.
His mother, Pilar Schneider, is featured in a cameo role in Deuce Bigalow: Male Gigolo (1999)--as the old woman at the restaurant Deuce goes to for his blind date with Kate (Arija Bareikis).
He and comedian Adam Sandler are close friends, appearing in one another's movies: The Hot Chick (2002), The Animal (2001), Little Nicky (2000), and Big Daddy (1999), among others.
His mother, Pilar Schneider, appeared in his films The Hot Chick (2002), as the head judge at the cheerleading conference, and The Animal (2001), as Mrs. De La Rosa.
Attended WWE's WrestleMania 21 (2005) (TV) in April 2005.