Airplane and the Naked Gun series (from the Police Squad show) were probably a few of the best. They were beginning to end, funny. Too often, when filling 1.5-2 hours of back to back skits in these movies, they tend to run out of material or actually tie up the loose ends of the storyline too quickly without doing it gracefully.
Mel Brooks made a bunch that were great. Silent Movie, Young Frankenstein, The Producers, Spaceballs, History of the World, Part I, and Robin Hood Men in Tights to name a few...
National Lampoon's movies...Animal House, Vacation, Christmas Vacation, European Vacation, Vegas Vacation.........maybe Van Wilder....but not necessarily any of the others. Many are thrown together just to make money off a previous movie's success by repeating a storyline and cutting the budget of the sequel.
Harold & Kumar movies.....
The SNL-cast movies are great too...Ladies Man, MacGruber, Wayne's World....then the Austin Powers movies, Chris Farley, and Will Ferrell flicks....etc. They're hit or miss as well.
Too many of the quirky comedies are just a collaboration of skits and lack greatly on story or filler. An example would be when you don't recall what the story was about, but only can remember 1 or 2 scenes of a movie....it was probably poorly done.