I’d actually pay to see that. 
Two more guys, whom I can’t believe I didn’t mention earlier: Dave Foley and Mark McKinney from Kids in the Hall. Although Foley is sexier in Newsradio. He and Maura Tierney had amazing chemistry.
Seconded on this one! Her November 1981 Saturday Night Live appearance was amazing, and a textbook example of how to combine sexy and funny. She sang a song about masturbation called “Making Love Alone” that was equally funny and sexy, and did a perfect Betty Boop impersonation doing an Army hygiene film called “Johnny, Keep Your Gun Clean”:
“I’m waiting for you patiently
I really hope to see ya,
But don’t come home to mama
with a case of gonorrhea.”
Also seconded on the OP’s mention of Teri Garr in Young Frankenstein. “Would you like a roll in ze hay?” So funny, and so sexy.
And thirded on Amy Adams in Enchanted. In this film, her character starts as a cartoon and becomes a real woman. And there is a moment when she becomes aware of sexual desire. It’s a brilliant piece of acting and very erotic.
Sandra Bullock’s appearances on George Lopez have bolstered at least those episodes of the show.
Kristen Schaal. I would like to see more of her.
Christine Baranski?
Jan Hooks.
Another non-traditional choice: Carolyn Jones on the original Addams Family
You mention Morticia with no mention of Gomez?
John Astin. Oh those eyes. He was funny and sexy on Night Court as Buddy.
Sorry, I don’t swing that way.
There were a couple of funny episodes of The X-Files where Gillian Anderson had the chance to show off her comedy chops. Yowza.
Rough paraphrase from “Bad Blood:”
‘Starting autopsy of deceased white male who is arguably having a worse time in Texas than I am. […] Brain weighs approximately eight pounds. Yee ha.’
The 2 people that spring instantly to mind are Julia Louis-Dreyfuss and Bebe Neuwirth (is that her name, Lillith from Friends/Frasier). Neither have played characters that were particularly attractive in terms of personality, which I think overshadows the fact that they are actually very goodlooking women IRL. I personally think that they’re both gorgeous, and they’re both aging fantastically.
I think Amy Sedaris probably falls into that category as well-except JLD and BN are most well known for having played emotionally unattractive characters while Sedaris gravitates towards playing people who are just plain physically gross (but hilarious…I’m a huge Strangers with Candy fan).
Goodlooking women (as opposed to people who make their money on being “funny”) who have played “charming” comic roles to great effect:
Cameron Diaz but only as Mary in There’s Something About Mary
Reese Witherspoon in Legally Blonde
Portia de Rossi in Arrested Development…though she’s kind of debateable since her character was obnoxious, but in that “charming” AD way, which is why I’m putting her in this category.
And then there are attractive women who are just funny without having to play charming vs. awful all the time:
Tina Fey
Amy Poehler
Jane Curtin
and the like…
I remember that! LOL all over again.