I have managed to compile two volumes of "laughing songs" from various sources - many are from the golden age of shellac like the examples below, courtesy of Angel Radio's excellent archive. It seems that the first blues ever recorded was a Laughing Song by George W.Johnson in 1895. The Laughing Policeman is a music hall song by Charles Jolly, the pseudonym of Charles Penrose. In 1922, Penrose made the first recording of this song, (Columbia Records FB 1184). The composition of the song is officially credited to his wife Mabel under the pseudonym "Billie Grey". The Penroses wrote numerous other laughing songs (The Laughing Major, Curate, Steeplechaser, Typist, Lover, etc), but only The Laughing Policeman is remembered today, having sold over a million records. Its popularity continued into the 19960's and 1970s, as it was a frequently-requested song on Children's Favourites and the Radio 1 show Junior Choice.