Well, i imagine there are a lot of funny conservative comedians out there. They're just known as apolitical comedians.
There are a number of comedians who seem Republican, but never really go into that political realm. Partly because it'd probably be harder to find work. I don't think anyone would be blackballed or anything silly like that, but being a conservative would hurt matters more then help.
Even just for political events. As Jay Leno said, Republicans seem more willing to laugh at themselves. '
Good old Dr. Dre and Ice Cube represents at least one of those two factors. Though i'm not sure which.
NWA ended up playing a number of Republican events, including i believe the RNC when they were first out.
Of course then again Maybe it was all just Easy E. I mean he had dinner at the whitehouse with George Bush senior I believe.
EDIT: fairly decent blog post when it comes to conservative comedians. Or seems that way anwyay.
