Katharina: Yes, the 101 Strings listed above (if you consider unintentional camp to be funny) and Victor Borge (SP) mentioned by Kitch. If you are under 40, you may have missed Mr. Borge. Although not always classical, many of the works of Henry Mancini show a great deal of humor (to me anyway).
Music to make you laugh by
No, I don't mean the text of a song as an example. Rather the musical content of a given piece of music, which by listening to it, be it in concert or at home in front of your rig, has made you laugh out loud or grin or smile, because it was funny or amusing in a clever way.