My favourites are:

A Fish Called Wanda
Austin Powers: International Man of Mystery
Best in Show
Borat: Cultural Learnings of America for Make Benefit Glorious Nation of Kazakhstan
Galaxy Quest
Mr. Hulot's Holiday
Monty Python's Life of Brian
The Naked Gun
The Pink Panther (1 to 4)
Planes, Trains and Automobiles
Slap Shot
Take the Money and Run
Team America: World Police
This is Spinal Tap
Top Secret
Toy Story (1 and 2)
Trading Places