A pun is a joke exploiting the different possible meanings of a word or the fact that there are words that sound alike but have different meanings.
A riddle is a statement or question or phrase having a double or veiled meaning, put forth as a puzzle to be solved. Riddles are of two types: enigmas, which are problems generally expressed inmetaphorical or allegorical language that require ingenuity and careful thinking for their solution, and conundra, which are questions relying for their effects on punning in either the question or the answer.
An anecdote is a short, true story that is funny.
Hyperbole is the use of exaggeration as a rhetorical device or figure of speech. It may be used to evoke strong feelings or to create a strong impression, but is not meant to be taken literally.
An absurdity is a thing that is extremely unreasonable, so as to be foolish or not taken seriously, or the state of being so. Absurdity is used in humor to make people laugh or to make a sophisticated point,
Slapstick is a style of comedy based on deliberately clumsy actions and humorously embarrassing events.
A paraprosdokian is a figure of speech in which the latter part of a sentence or phrase is surprising or unexpected in a way that causes the reader or listener to reframe or reinterpret the first part. It is frequently used for humorous or dramatic effect, sometimes producing an anticlimax. For this reason, it is extremely popular among comedians and satirists. Some paraprosdokians not only change the meaning of an early phrase, but they also play on the double meaning of a particular word, creating a form of syllepsis.
Gelotology (from the Greek gelos, meaning laughter) is the study of laughter and its effects on the body, from a psychological and physiological perspective. Its proponents often advocate induction of laughter on therapeutic grounds in complementary medicine.
A syllepsis is a figure of speech in which a word is applied to two others in different senses (e.g., caught the train and a bad cold or to two others of which it grammatically suits only one (e.g., neither they nor it is working.
Understatement is a technique of creating emphasis by saying less than is actually or literally true.
Parody is an imitation of the style of a particular writer, artist, or genre with deliberate exaggeration for comic effect.
Satire is a literary technique in which ideas or customs are ridiculed for the purpose of improving society.