I dunno- lots of people are more forgiving about their comedies than I am. A whole lotta stuff that had a rep at one time but certainly doesn't do a lot for me any more. I loved Mad World as a teen, but when you have a movie with that sort of powerhouse cast and Mickey Rooney and Buddy Hackett turn out to dish out the funniest bits, you know something is wrong.
But there are gems mentioned- if one likes Buster Keaton (and anyone should) Sherlock Jr, Steamboat Bill, Junior, and Our Hospitality are all laugh riots.
Harold Lloyd at his best is as funny- Safety Last, with Harold holding onto the clock on the building, is his most famous, but Speedy, Why Worry? and The Kid Brother are better.
Chaplin can be gooey, but he's a great genius nonetheless: The Gold Rush, The Circus, Modern Times, Monsieur Verdoux and most of all, City Lights
Screwball comedies of the thirties and forties continue to be funny. I believe there is a box of MGM screwball comedies, which mostly suck. RKO and Columbia made the best. You won't go wrong with:
the Paramount Marx Brothers movies (again, avoid the MGM/Warner box): The Cocoanuts, Animal Crackers, Horse Feathers, Monkey Business, Duck Soup
It Happened One Night
Red Headed Woman
Lady for a Day
Sylvia Scarlettthe previous two, w/Grant and Hepburn, are a bit less screwball
The Philadelphia Story
The Devil and Miss Jones and no, it's not porn
The More the Merrier
My Favorite Wife
The Major and the Minor
Champagne for Caesar
Murder, He Said
Some say Arsenic and Old Lace. Not me. Cary needs some Thorazine
Howard Hawks' Monkey Business
I guess you could call it screwball: Abbott and Costello Meet Frankenstein
And there are a few that stand head and shoulders above the other screwballs:
Bringing Up Baby
My Man Godfrey
Ruggles of Red Gap
The Awful Truth
To Be or Not to Be
The Lady Eve
The Palm Beach Story if you like the last two, there is a box of Preston Sturges films
Sullivan's Travels though it leaves me sort of cold
Astaire/Rogers musicals are usually quite funny. Try The Gay Divorcee and see what you think.
British Comedies- if you can get into British humor, these are remarkable:
The Lavender Hill Mob
The Man in the White Suit
Kind Hearts and Coronets
A Run for Your Money
All at Sea
I Know Where I'm Going!
The Mouse that Roared
The Wrong Box
The Bed Sitting Room