Don't forget the one where WWF wrestler Goldberg plays an evil santa in Santa's Slay.  Gotta love the wonderful opening sequence where the likes of Fran Drescher and Chris Kattan get slaughtered in hilarious ways.

Loved Gremlins and Gremlins 2 when I was growing up ...

 I love me "The Hebrew Hammer"...if you've never heard of it, Adam Goldberg plays a Jewish badass - think kosher Shaft - and he goes to war against Santa's evil son played by Andy Dick.

 Not really horror, I guess....but pokes fun at genre and is funny as hell.

I love The Hebrew Hammer, SarcasticCaveman. It would make a great double feature paired with Jesus Christ, Vampire Hunter.