His appearance on Jay Leno's show had him doing laps in a hybrid while trying to avoid pop-out standees of Ed Begley, Jr., and Al Gore. Rush immediately ran over the Gore cutout, backed up, and then ran over it again.
His surprising, totally out of left-field (har har) guest shot on the Family Guy episode "Excellence in Broadcasting" should prove once and for all that Rush has a great sense of humor about himself. Yes, that's really him.
Rush:What if I hid a piece of baloney in the book—and I don't tell you which page? Would you read it then, Brian? Would you read it to find the baloney?
When he still had the TV show, it's discovered that he can't handle hecklers. Juxtapose this with his radio personality and you'll see why this is funny (especially if you don't like him).