I'll nominate Captain Beefheart and The Magic Band. Lyrics aside, the music is eclectic, unconventional and downright loopy -- it's got the elements of surprise and delight that make me laught. At the same time, they're a tough-minded rock band whose music has a lot of guts and drive.
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.