It's a toss up between Monty Python and the Holy Grail and Airplane.
The funniest movie I've ever seen has to be Step Brothers.
I'm there with MM - my two favourite comedy movies too.
I'm not sure whether the movie ever made it stateside, but if it did (And you enjoy "broad" humour) look out for "Carry on up the Khyber" a delightfully silly look at the English Raj in India in the 1880s.
Mr Mom
I laughed continuously throughout "The Money Pit" with Tom Hanks.
Dumb and dumber.