A 'comical robot' that provides relief during uncomfortable silences in conversations was demonstrated at SEMICON Japan 2008.
(Comical robot aids conversations)
When you are talking with another person, the robot is listening for a break in the conversation. When you say "Ahhh" or similar sound, the robot tries to provide some comic relief.
People laugh when they feel like something is funny, and this laughter makes conversation between people more comfortable. Conversations also tend to be more stimulating when laughter is involved, so we're researching robots that will help improve conversation in this manner.
Take a look at the 'comical robot' on this video; start at about 1:10 to skip to the relevant bit.
('Comical Robot' video)
I've tried to think of a robot comic, a mechanism that specifically entertains with jokes, but can't think of a reference. Readers?
Update 17-Jun-2012: Take a look at the robot comedian from William Tenn's 1951 short story The Jester.
Of course, the idea of using robots as comic relief in films is old hat; C3PO from Star Wars is a good example.