My group has a bizzare and very personal sense of humor.
My Lycanthrope player DM's a Serenity campaign so over the top I couldn't resist giving him a weapon 2 magic knife of relative uselessness as satire of his own campaign. This character is also hilariously reckless at at times.(He owes a white court vamp several favors for bailing him out after he got arrested and then proceeded to bash the door off of the cop car and get run over by the next cop car in the line.
My GF's character is both an emmisary of Puck and based off of Luna Lovegood. She has a bit of a sugar obsession(more than a bit) and is more than a little cracked which leads to quite a bit of humor.
Our group NPC is a former WOD character of mine that is old, grumpy, loves whores, and is more than a little racist. He is also the parties Bob(Used his death curse to lock his ghost into a Red Court Vampire skull after wiping out all the reds in the Twin Cities)
The Changelings Mom was last seen as Santa's consort and is in general known to be rather promiscuous(which for the fae probably doesn't mean much, but bothers the character immensely.)
There are also a variety of uncomfortable allegations about the werewolf dog trainer and her dogs...
Lastly there is the idea that while The Erlking represents the Hunt(natural selection), Puck represents natural anomalies and useless growth. His symbol is the Platypus. I have them as a natural Law vs Chaos axis.
My style of humor runs far closer to Harry's than any of the players, but I'm the GM I run the game, so it doesn't show as much.