I'm with Brax4 on this one, pretty much anything made by Suda51 has made me laugh throughout most of the game.
Also, Double Dragon Neon was very funny to me. Between that and Lollipop Chainsaw and the new Deadpool game, those are the few recent games that have made me laugh my ass off the whole way through.
I also found Killer 7 funny in a weird way, some of it having to do with this guy:
Of course there are those games with bad voice acting/translation. "All your base are belong to us." kind of stuff that I find funny.
And then there's Deadly Premonition, which I find funny in a weird way due to its odd presentation, characters and the multiple bugs it has. And its just a weird game, the last two bosses had me laughing my ass off Mainly because my reaction to one of them was shouting, "Holy shit, he looks like a troll doll on steroids!"
but I don't know it that part was as intentionally funny as the rest of it.
Also Deadly Premonition brought up the possibility of Tom and Jerry being a sadomasochistic couple, which I still find funny to this day.
And for my last shout out:
Stubs the Zombie. Just Stubs the Zombie, its a game that I found pretty funny as well.