I studied Russian in high school (influenced by the movie "Fail Safe" and the Larry Hagman character, who plays the Russian interpreter). We read Krokodil in class, and I remember how funny it was.
The old Lenfilm movies are pretty hilarious as well. Now you can buy such classics as "12 Chairs", "Operation Y", "Ironies of Fate (or With Light Steam)", "3 Men in a Boat (Not Counting the Dog)", etc.
Here's a link to a site selling everything under the sun.