Saint's Row 2 is probably on the top of my list but...hmm lemme think...
Conker's Bad Fur Day/ Live and Reloaded, Luigi's Mansion, Psychonaughts, Thousand Year Door, Portal, Portal 2, Fallout 3, New Vegas, Destroy All Humans, Earthworm Jim, Road Rash, Wind Waker, Final Fantasy IX, Saint's Row, Saint's Row 3...that's about it I think. I don't remember enough about Gex, I loved Duke Nukem 3D but didn't really play it for humor and, Celebrity Deathmatch was a steaming pile of shit. Also I would have mentioned Duke Nukem Four? Never! but you couldn't kill enemies with poo! You couldn't even get FRIENDLY kills with poo and the humor truly died when Duke made the rape-joke.
That stuff above is in no particular order by the way. I laughed a lot more at Psychonaughts than I did at Luigi's Mansion.