Humor in science fiction often consists of taking science into the fantastical by exaggeration, while humor in fantasy is either stuff that is imagination run amok almost without limit or, more commonly successful, fantasy that is treated with doses of strange rationality. In both cases, it is the genre-bending of the expected that starts the laughter. In both cases, the writer is going to be lots more worried about being funny without being stupid than about being scientifically pure or heroically apt. One has to learn the rules of comedy as well as of speculative fiction.

• Life, the Universe, and Everything and The Hitchhiker's Guide to the Galaxy by Douglas Adams
• The Xanth series by Piers Anthony, comprising:
  

  A Spell For Chameleon
  The Source of Magic
  Castle Roogna
  Centaur Aisle
  Ogre, Ogre
  Night Mare
  Dragon on a Pedestal
  Crewel Lye
  Golem in the Gears
  Centaur Aisle

• The Myth series by Robert Asprin, comprising:
  

  Another Fine Myth
  Myth Conceptions
  Myth Directions
  Hit or Myth
  Myth-ing Persons
  Little Myth Marker
  M.Y.T.H. Inc. Link
  Myth-ion Impossible
  Myth-Told Tales (with Jodi Lynn Nye)
  Class Dis-Mythed
  Myth-Chief
  Myth-Fortunes

• Lancelot Biggs: Spaceman by Nelson Bond
• Kai Lung's Golden Hours and Kai Lung Unrolls his Mat by Ernst Bramah
• The Retief' series by Keith Laumer
• The Silver Eggheads by Fritz Leiber
• Tales from Gavagan's Bar by Fletcher Pratt and L. Sprague deCamp, or the Harold Shea stories comprising, among others:
  

  The Castle of Iron
  The Land of Unreason
  The Carnelian Cube

• The Discworld series by Terry Pratchett
• Stalking the Unicorn, Stalking the Dragon, and Stalking the Vampire by Mike Resnick
• The Master of All Desires by Judith Merkle Riley
• The Masque of Manana by Robert Sheckley, a skewed collection of short stories from a master of satire
• The Awesome Lavratt by Ann Wilkes

You can purchase Humor titles at the Other Worlds Bookstore.