If we're talking old movies, They Shoot Horses Don't They? is a laugh riot. Michael Sarrazin completist here.
In terms of more recent films, might I suggest, Julien Donkey-Boy? Made me queasy, but I'm sure Mike will find it hilar. And a total ROFL experience in the Foreign category could be Padre Padrone. Salo and other Pasolini directed films are a real hoot, too.
I'm trying to remember the title of a DVD I rented last summer that's about a guy documenting his childhood/life.
His mother has him as an unwed teenager then runs away, leaving him with his grandparents, who I think are mentally ill. She later returns, having been beaten by strangers. Her parents then place her in a mental institution, where she is given a lobotomy. They all live in squalor, their rooms filled with garbage.
He talks about trying to find himself, as a young filmmaker. He lives in a small town and I think he's a homeless teen for a while and gets into prostitution, which is pretty easy in his town but a lot harsher when he moves to New York. He recounts being brutalized on the streets then, later, we see that he may be hooked on drugs.
It's all done in a documentary style, pieced together with lots of family photos, super 8 and video - came out within the last 5 years, maybe (?).
I'm not sure if I have all the details right but it was probably the most depressing movie I've seen in a while. Does anyone know the title of the film I'm talking about? It's kind of driving me nuts.