nary a lightbulb gag in the bunch?

gag=joke
lightbulb gag = a certain genre of jokes, that usually begins "How many [xyz's] does it take to screw in a lightbulb?" These jokes are usually used to send up or exploit stereotypes of some kind, often cultural.

Examples here:

http://www.eyrie.org/~thad/strange/lightbulbs.html

Bunch in this case is referring to the comedians.
This sentence means - this bunch of comedians from Argentina to the USA were so funny, they didn't have to resort to formula jokes.

" nary a" is archaic and means "not even one".

Q. How many Monty Python fans does it take to change a light bulb?
A. Twenty-six. One to change the bulb and twenty-five to recite the Dead Parrot Sketch.

How many Irishmen does it take?

Fifty. One to hold the bulb still and forty-nine to rotate the house.

Psychiatrists? One, but the bulb has to really want to change.

How many feminists does it take to screw in a lightbulb ?

- Two. One to change the bulb, and one to write about how it felt.
- Three. One to screw it in, and two to talk about the sexual implications.
- Four. One to change the bulb, and three to write about how the bulb is exploiting the socket.
- Three. One to change the bulb, and two to secretly wish they were the socket.
- Two. One to change the lightbulb, and one to kick the balls of any man who even tries to volunteer his help.

Nice gags

How many white mice does it take to screw in a light bulb?

Two, but it is a really tight fit.

It seems that lightbulb jokes are the formula jokes in US and UK etc.?

Q: How many translators does it take to screw in a lightbulb?

A: My hovercraft is full of eels.

Yes.

Well, not the formula joke, but a type of formulaic joke.

Knock-knock jokes.

Yo Mama jokes.

etc.

Mummy-Mummy* jokes:

Child: Mummy! Mummy! Why am I walking around in circles? Mummy: Shut up or I'll nail your other ear to the floor!

Child: Mummy! Mummy! Why are we walking so near the top of the mine-shaaaaaaaaaaaaft?

*American infants, I am reliably informed, call their mothers "Mommy" for some reason.