The Emperor Vespasian instituted a tax on the use of urine (a popular detergent used for laundry, and so surprisingly valuable). His son (and future heir) Titus protested to dear old dad that collecting money from such a disgusting origin demeans the dignity of the government. Vespasian tossed his son a coin collected from the revenue and says "Money doesn't stink" (Pecunia non olet). To Vespasian, it didn't matter if it was piss cash, cash was cash.

Vespasian, one of the more quotable emperors, saw a comet, traditionally a sign of catastrophe and ill omen for royalty which would be feared by other Roman Emperors, and said "The King of Parthia must be about to die." Vespasian also had the hilariously self-deprecating last words "Oh dear, I think I'm becoming a god," with his last breath on Earth mocking the practice of deifying fallen emperors.

This is a direct quote from Suetonius:

Once a woman complained that she was desperately in love with him, and would not leave him alone until he consented to seduce her. 'How shall I enter that item in your expense ledger?' asked his accountant later, on learning that she had got 4,000 gold pieces out of him. 'Oh,' said Vespasian, 'just put it down to "love for Vespasian".'

I think Vespasian would find observational, self-deprecating humor hysterical.

(Worth remembering that all of these stories are from the highly unreliable Suetonius, but the fact that he saw them as funny and worth putting in his book means that someone found this style of humor hilarious)

EDIT: Was just looking over Suetonius' piece on Vespasian and ran across another great one. A man came to Vespasian to thank the Emperor for promoting him. The young man was wearing too much perfume and Vespasian, disgusted, rescinded the promotion and said "I should not have minded so much if it had been garlic."