Any Woody Allen movie really
Ghostbusters I-II
The Pink Panther movies
The Party
Dr. Strangelove or: How I Learned to Stop Worrying and Love the Bomb
Mel Brooks movies (Young Frankenstein, Blazing Saddles, The Producers, Spaceballs, Dracula: Dead and Loving it)
Brazil
The Italian Job
Christopher Guest films (This is Spinal Tap (Reiner), Waiting for Guffman, Best in Show, A Mighty Wind)
Superman III-IV
Wes Anderson films (Rushmore, Bottle Rocket, The Royal Tenenbaums, The Life Aquatic with Steve Zissou)
Dawn of the Dead (1978)
Shaun of the Dead
Who Framed Roger Rabbit[?]

I'll think of some more later. Happy viewing.

Adding to the list:
Airplane
The Naked Gun Trilogy
Fish Called Wanda
Odd Couple
Some Like it Hot
Chicken Run
Marx Brothers Movies
Groundhogs Day
Ferris Bueller's Day Off
The Apartment
Nutty Professor (Jerry Lewis)
Modern Times
One Two Three
Hairspray
My Cousin Vinny

I'm telling you, the last new comedy movie that I have seen is Borat, and the one before that was Kiss Kiss Bang Bang, but after that one was There's Something About Mary.

All of Abbott & Costello's movies
Stripes
Ghostbusters
Tommy Boy
Sixteen Candles
Pink Panther movies
Anchorman: Legend of Ron Burgandy
40 Year Old Virgin

Any Kevin Smith movie(especially Clerks and Chasing Amy)
The 40 Year Old Virgin
High Fidelity
Grosse Pointe Blank
Anchorman
Borat
Kiss Kiss, Bang Bang
Ghostbusters
Stripes
Any Woody Allen film(especially Bananas and Everything you always wanted to know about sex but were afraid to ask)
Thank You for Smoking

Tommy how about the one you made.. That was the funniest movie ive EVER seen