As in genuinely funny - which famous women do you consider funny? I think Sandi Toksvig is because she is cool/laid back, witty and can do sarcasm.
Wendi McLendon-Covey is awesome as Beverly Goldberg. I love her character. She acts the role of an overly fussy mother out perfectly, and she's really funny. She's an awesome actress. I like her phrase as Beverly, "I have FAILED as a mother!" and her little made-up stories she says to put her children off.
Dawn French was pretty funny when she was active.
Katherine Ryan isn't bad funnywise, I saw her IRL. I think she tried to make conversation with me, but I wasn't sure. I saw her in a park with her friend, realized it was her and she gave me a, "Oh god, another fan" look but in a friendly smiley way as if she was going to talk to me anyway (Bending forward towards me, mouth open), I moved away and her friend smiled at me I think for doing so. They had about 10 small dogs. I asked the man at the stall if the vegan chocolate cake contained coconut oil, and KR and her friend, sitting on the bench next to it, started talking about coconut oil. She's actually very nice, her persona she puts on TV is that she doesn't care and doesn't like people. You can see clues of her politeness in the episode of Travel Man with her and Richard Ayoade in it. I'm glad the celebrities I've encountered IRL have always been very polite to me.