This skit is really good and funny - "Relax, Dad, it's just ISIS" -

https://www.youtube.com/watch?v=_L2fazw5Y9k

(This was a take on a Toyota ad - I own that color and model of Camry )

This skit is hilarious because they don't break character or start laughing at their own humor like hyenas.

"Take care of her"... "Death to America"

SNL has had a few other things in the last 10-20 years that have been funny. The difference being they hold their shit together and keep the little humor universe of the joke intact.