Tom Lehrer's "That was the week that was" album - every song is a hoot, though my particular favourites are "New Math", "The Vatican Rag", and "Pollution". Also, try to check out the "Stairways To Heaven" album. Eleven different versions of "Stairway To Heaven", my favouite is the Australian country version.
"Didn't You Kill My Brother" by Alexei Sale is also pretty funny in a twisted sort of way, as is "Cousin Dupree" by Steely Dan.
"Didn't You Kill My Brother" by Alexei Sale is also pretty funny in a twisted sort of way, as is "Cousin Dupree" by Steely Dan.