The Demaundes Joyous - a book of comedic riddles, published in 1511, with a modern English translation and commentary. The oldest collection of humorous riddles in English.
Philogelus (The Laughter Lover) - the oldest extant collection of jokes in the world, dating to the 4th century C.E. Originally in Greek. The link takes you to a site that has an English translation, and footage of an event where a modern comic (Jim Bowen) used the material from this book on a modern audience, to see if the humour still translated (rather interesting!) The translation is by William Berg.