I can only think of one off the top of my head. But black comedies are my favorite, so I'll update as I think of more.
Barton Fink (Cohen Brothers)
Dr. Strangelove (Kubrick)
Visioneers
Hairspray (John Waters)
Cecil B Demented (John Waters)
(actually, just watch anything by John Waters)
Netherbeast, Inc
Worlds Greatest Dad
Death Becomes Her
Mother (Albert Brooks)
The Ladykillers (Cohen Brothers)
Drop Dead Gorgeous
So I Married an Ax Murderer