Hmm...
Aside from the Naruto ones others have already mentioned, the first funniest thing that comes to mind for me is in DBZ where shortly after Kid Buu blows up the earth, Hercule goes all crazy and starts thinking the whole Buu thing was all a dream, and then he jumps off a cliff (thinking he could fly).
The Elder Kai said "Heh. You can't pay for entertainment like this."
So true. 😂