British humor has it that the media spread it all around, everyone knows the Monty Pythons and Mr Bean. Spanish humor or comedies have a tough reception anywhere else in Europe (see the Torrente movies, which are incredibly funny and popular in Spain, but would barely make smile in Holland or Germany...). The best comedy ever made in Germany (Der Schuh des Manitu) is very boring to anybody not german (so is Sonnenallee and the series Die Ludolfs). Italians and Spaniards are maybe considered funny because they tend to be flirty and making a woman laugh is a sure way to get laid.
Humor has a lot to do with local culture. The thing that puzzles me the most is a classic Polish movie, which is considered one of the best comedies ever, Rejs (the cruise). I've seen it with Polish friends, they were all in bits, and I couldn't get the jokes. Since, I bought a book about the movie, and after reading it and seeing bits of the movie again , I still don't get it...