Someone else mentioned Procession to Calvary - an adventure game set in a cut and paste world of renaissance art with a very surreal plot and sense of humour. Pythonesque.
There Is No Game is pretty hilarious, the voice acting always makes me crack up.
Agatha Knife is a funny point and click adventure game where you're a 7 year old girl who's a butcher and needs to set up her own religion sacrificing pigs in the basement for... Reasons.