Their lyrics may be in Norwegian, but they do speak the global language of humor.
When at a show, take some time off to watch Helge's antics. From drinking by emptying bottles of water into the eye sockets of The Mask, to skulking around the stage carrying a kerosene lamp for... unexplained reasons, all in those mechanic mannerisms of his, it's easy to forget he's not some Ridiculously Human Robot in need of a long overdue memory wipe.
On the subject of Helge, the "pre-production" videos promoting Violeta Violeta Volume I, full stop. Unfortunately, they were too good to last, and have since been removed from Vimeo.
The Tour Tull documentary on Viva La Vega is a riot in and of itself, but the real stars of the show are the Subtitles. While it does a fair job of translating what is said most of the time (albeit in occasionally... spotty English), it's prone to drifting off the subject and completely changing the context of the events depicted; during Řyvind's discourse on socks and how to pack efficiently, it gives up entirely. Example here.
Kaizers Orchestra does not like to do playback: When given no option to play live, they get demonstrative. Highlights include Janove hamming it up more than usual, Helge reading a newspaper and Terje taking a break from playing to peel an orange.
Veien til Spektrum, the tour documentary featured on the live video release Live i Oslo Spektrum, while it has a decidedly more serious approach than the previous documentary mentioned above, has some examples of free-form comedic genius from all members of the band, the crowning example being Geir's philosophical conversation with a French band merch salesman about the "Industrial Buttonification Revolution of 2011", culminating in:
Hilarity Ensues when Geir tries to replicate the rap bridge of "En for orgelet, en for meg" live on stage. For those unaware, said part was originally performed by a teenage girl. And rather than sing in his normal voice, he attempts to imitate that.