I've seen a couple over the years: Robin Hood, Twelve Chairs, Blazing Saddles, and most recently Spaceballs. I found them all funny, theoretically, but they rarely got an open laugh out of me. It seems like most of the time this is just because the comedic timing makes every joke or funny bit land very awkwardly, or with just a bit too much space to leave room for any subtlety or reward for the watcher.
I feel like I remember the few I saw as a kid being funnier at that time. Is it just because my brain has been attention-poisoned with the rapid fire wit of modern comedic television?
There definitely is a distinctive Jewish comedy culture, Yiddish speaking Jewish comedy is especially known for puns and clever wordplay. And going waaaay back I'm told that there are a lot of really gutbusting puns and referential jokes in the Torah that you can only understand if you can read it in Hebrew.
The Talmud and Midrash are also well know for clever humor, wordplay, gotcha jokes, and puns, all woven in to serious debate about the topic being discussed.