Borderlands 2 has tons of innuendos and the voice acting by the entire cast is spectacular.
Another one is team fortress 2. It has some hilarious taunts and awesome rag doll physics. Watching yourself die is just as much fun as killing others.
If you have some friends that have no second thoughts, or remorse in killing each other Magicka is always a fun and hilarious time.
Sausage jokes and explosions await.