The Palm Beach Story - for me the exemplar of screwball comedy. I nearly wet my pants every time I see the scene in the private railroad car. Claudette Colbert is deliciously manipulative in a naive sort of way. The ending is a little lame, but it only keeps the movie from being perfect.

His Girl Friday
The Court Jester
Sitting Pretty (the original Mr. Belvedere film)
Teahouse of the August Moon
and a bunch other folks have already mentioned