norm macdonald has a stand-up bit that is still one of the funniest things i've ever ever seen:

satan: i command you to kill your family, dismember them and put them in a sack.
man: yes, satan.

*later*

man: oh great hoary host of the netherworld, i have done as you commanded...
satan: *pulls off satan mask* oh shit, man! it's me, bob! i was kidding!
man: oh, you got me there, bobby boy. i've got my family in a bag! boy, is my face red.

John Belushi and Dan Akroyd are definitely tied for first with me.

Just Belushi's eyebrow was funny.

Then definitely Gilda Radner and Julie Sweeney followed closely by Molly Shannon tie for second.

Probably Eddie Murphy and Bill Murray come in fourth and fifth.

I could never pick just one ;)