Spinal Tap for sure, but its almost a documentary to me, but the Cheese trailer cracks me up every time.
Animal House
Airplane
Some Kind of Monster (the doc on Metallica, which is even funnier than Spinal Tap, because they actually believe it, every time Dave Mustane starts to whine on camera I lose it)
The Party - with Peter Sellers, obscure, but a laugh riot
But the best all time comedy stuff, make you laugh anytime, and every time
the Marx Brothers, Night at the Opera, Day at the Races, and Duck Soup, awesome.