Ugh, we are in a major comedy film drought for so long now that I can't even recall what a funny movie actually is.
UHF
Mars Attacks
The Jerk (thanks for reminding me, above poster)
History of the World Pt 2
Planes, Trains, and Automobiles
This Is The End
Funny People
Punch Drunk Love
Kentucky Fried Movie
The Naked Gun
Sleeper
Pee Wee's Big Adventure (great movie, definitely funny, but I think it falls under the category as more "weird," but still)
Things that stick out in my mind as pretty funny but it's been so long that I am not sure if they hold up:
City Slickers
Forget Paris
When Harry Met Sally (are you seeing a trend here?)
Deconstructing Harry
Fast Times at Ridgemont High
Ruthless People
Revenge of the Nerds