My friend Mark Glickman (I call him Glickman; Andrew calls him Smiley) has some fun statistical song parodies. When I was taking Bayesian Data Analysis in graduate school, he came in as a guest lecturer one day and sang them for our class. It was really fun--I don't think there's anywhere near enough silliness in most statistics classes. Click here for some music and lyrics.
Statisfaction
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Andrew Gelman's Books
There is also a related collection of funny Statistics T-Shirts derived from a sci.stat.math discussion. One can also find statistics jokes, Bayesian fun, and Gary C. Ramseyer's collection of many funny statistics jokes.
That is a whole bunch of awesome on one webpage.