As far as comedy in Jewish history goes: the Gemara, in Taanis (22a22a), has a story where Eliyahu Hanavi tells Rabbi Beroka Hoza'ah that two particular men would merit the world to come. Upon asking them, the two men said that they were comedians, and that when they see someone who is depressed they try to cheer them up. Also, they said, that they always try hard to make peace between quarreling parties.