Here's a couple ones I like, some I wouldn't class as an out right comedy, but they have good laughs in them and also can cheer you up.
Kiss Kiss, Bang Bang
The Life Aquatic (I find most Wes Anderson films are funny in a melancholy kind of way, they cheer me up anyway.)
Bad Santa
After Hours
Clerks
Death Wish 3
Black Dynamite
Bubba Ho-Tep
Down by Law
Shaolin Soccer
The Last Detail
Kiss Kiss, Bang Bang
The Life Aquatic (I find most Wes Anderson films are funny in a melancholy kind of way, they cheer me up anyway.)
Bad Santa
After Hours
Clerks
Death Wish 3
Black Dynamite
Bubba Ho-Tep
Down by Law
Shaolin Soccer
The Last Detail
