I find P.D.Q. Bach delightfully baffling because I cannot put my finger on how, exactly, music can make you laugh. But it does, and in fact the more you know about music, especially “classical” music, the funnier he is.
Anyway, I'm thinking about P.D.Q. today because I've discovered Igudesman & Joo, who are also classical music comedians. Check out the videos on their website, they're funny as hell.
They also, apparently, cribbed a piece of their act from another classical music comedian (who knew this was a genre?), Rainer Hersch, who has an excellent commentary on Prokofiev's Peter and the Wolf.