Possibly Monty Python and The Holy Grail, which I think is the only comedy that starts being funny during the credits. Almost every scene is laugh out loud funny. Truly a great first film for director Terry Gilliam.
For movies made back in the thirties, it's probably The Bank Dick starring W.C. Fields. Its the best of his comedy bits somehow melded together into a surreal, lightening fast plot that features some of the best comedy actors of that time, not the least of which is Shemp Howard as Fields' favorite barkeep. Funny throughout, with Fields being put-upon by other characters but winning out in the end.
From the sixties, I enjoy Doctor Strangelove, which is absolutely the blackest comedy ever made (laughing at the world about to be thrown into nuclear war) and directed by Stanley Kubrick who was not exactly a laugh-a-minute sort of guy. It's A Mad, Mad, Mad, Mad World is hilarious in the way it sprawls all over the landscape. The flying sequence with Mickey Rooney and Buddy Hackett is perhaps the best action-comedy sequence ever shot.
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I wake to sleep, and take my waking slow. I feel my fate in what I cannot fear. I learn by going where I have to go. ~Theodore Roethke