Atlas Shrugged by Ayn Rand ..not funny but has made many people wonder what the title means..it becomes apparent when you read it or even know the premise.
Do Androids Dream of Electric Sheep? by Philip K. Dick
(inspiration for Blade Runner movie)
On Stranger Tides by Tim Powers
Funny how so many of my favorite books also end up in curious title thread
One of the most humorous I always thought was
So Long and Thanks for all the Fish (Douglas Adams)?
or
Elvis is Dead and I'm Not Feeling so Good Myself (lewis Grizzard)?