Okay, off the beaten path...
Monty Python and the Holy Grail
Flesh Gordon (An initially x-rated parody of Flash Gordon. You have to know the show from the serials, though, to really appreciate it.)
Jeff Dunham with Peanut, Ahmed the Dead Terrorist, etc. (World Tour)
Being There (Peter Sellers as Chance, the Gardener).
Young Frankenstein. Definitely.
Tim Conway's dentist skit (With Harvey Korman on Carol Burnett).
Pulp Fiction.