You guys definitely have a different kind of sense of humor than I do.
For slapstick, goofy type of humor, I guess I would go with Blazing Saddles. Out Cold was also suprisingly funny.
For comic relief in a drama, I would go with Brian's Song. Some moments in that movie that have me on the floor laughing and others that can make you cry. Probably the greatest movie ever.
For comedians, I guess, technically Blue Color Comedy Tour is a movie...Ron White's stuff is absolutely hillarious.
Edited to add: After this post, I decided to throw Brian's Song in the DVD player. Definitely the funniest, saddest, and greatest movie of all time.