"comedy" can be pretty subjective...some folks get the Stooges for example, and some don't. Same with Monty Python. Don't forget, there's "high brow" comedy, and then there's "low brow".
I agree with some of the movies on your list...I thought Napolean Dynamite was pretty weird, and I would never call Lost in Translation a comedy...but I liked it.
Terminal never even looked funny to me...I liked the Royal Tennenbaums, but it's not "laugh out loud" kinda funny.
I barely cracked a smile in Shaun of the Dead...very disappointed in that one, and Anchorman blew large chunks as well.
Other than Team America, I can't really remember a real gut-bustingly funny movie, to be honest. One movie that surprised me how funny it was, was Undercover Brother. Had to be coerced into watching it, and I thought it was hilarious.