Dirty Work I find is an aquired taste, but I'm a big fan of Norm Macdonald and thus really enjoyed it. Artie Lange, Jack Warden and Chris Farley are all really funny in it, and Adam Sandler, Don Rickles and Chevy Chase all have cameos. It probably would have done well at the box office had Don Omelhyer not practically cancelled all the promotional stops for the tour on NBC because Norm made fun of his buddy OJ Simpson.
I'm not sure if this was obscure everywhere (as it was Australian), but there was a film made a couple years ago called "The Night We Called It A Day". It starred Joel Edgerton, Rose Byrne, Portia De Rossi, Melanie Griffith and Dennis Hopper, with Hopper playing Frank Sinatra on a visit to Australia. I thought it was really funny; the cast was charming and Hopper played a fantastic Sinatra.
Finally, speaking of Sinatra, "Come Blow Your Horn" was on a couple of weeks ago and it's one of his funniest in my opinion. It was based on a broadway hit and features Sinatra both singing and acting in the lead role. Barbara Rush and Jill St John both play eye candy, but the supporting cast's real diamond is Lee J Cobb, who gave a rare yet brilliant comedic performance.
I was going to say "Kissing Jessica Stein", but I guess that's really not that obscure since most followers of Indy films will already know of it.