Here are some of my favorites:
Borat: Cultural Learnings of America for Make Benefit Glorious Nation of Kazakhstan
The Dictator
Ali G Indahouse
Austin Powers: International Man of Mystery
Ace Ventura, Pet Detective
The Pink Panther
American Pie series
I loved Borat. That movie is so political incorrect and so amusing at the same time. It gives you good view how some americans are just plain idiots. Too bad we will never see any continuation of this project from Cohen.