I always thought the orang-utan was good for a laugh. I'll always remember a quote from the novel Schrodinger's Cat that went something like: "They looked at each other like two chessmasters who had wandered into some bizarre permutation of the orang-utan opening."
One of my friends laughed when he first heard of the Pirc defence, as the name sounds like Australian slang for vomit! And of course the Grob attack just sounds funny in and of itself! Which is quite apt for such a funny opening!
I'll post my list soon. Any takers?