What an ironic thread-- I was just talking to a friend of mine (who is black) about the fact that the phrase "black comedy" has already been taken (meaning a comedy based on a morose or otherwise serious subject), and that I don't know of a term for "comedies that are targeted to black audiences." I've used the term "dark comedy" for years (dark comedies and British comedies being two of my favorite film genres), but "black comedy" is the same thing.
IMHO, "dry" and "wry" are not synonymous, although related: "Dry" refers to the absence of warmth and feeling, often conveyed (ironically) by a
lack of "normal" (i.e., slapsticky) humor in its conveyance and hidden within an abundance of sullen, serious, and oftentimes terse expression. Much like this treatise on the etymology of comedy terms. [normally, a smily is inserted here... to which I will elaborate shortly].
In fact, I would submit that "dry comedy" and "dark comedy" are both forms of "wry humor," in that they are both
twisted, however in different ways. Furthermore, "dark comedy" frequently relies on a "dry" presentation,
because the subject matter is normally serious. One of the distinct problems with conveying dry humor, is that it is invariably a visual form, like the aforementioned Steven Wright, in which the audience must get a sense that this stuff reaaallly is funny, and not just
weird. Occasionally, visual cues don't even help the audience, as was the case with Andy Kaufman (RIP). It doesn't get much drier than Kaufman. Unfortunately, in written form, "dry" humor is very often confused with "droll" and "boring"... so much so, that people using the form must resort to the use of smilies and other emoticons in order to elicit the necessary sense that the writer doesn't actually have a bug up his a$$ and is, in fact, just a very dry person.

See. That's what I'm talking about.

Now, for my list of notable DARK or BLACK COMEDIES:
Dr. Strangelove, Very Bad Things, and Heathers (as mentioned previously)
M*A*S*H
Fargo, Raising Arizona (pretty much all Coen Bro. movies)
Brazil
Harold and Maude
American Beauty (yes, mostly a drama... but many overtones of dark comedy)
Pulp Fiction (again, alot of drama over the dark comedy)
To Die For (also, another Kidman flick: Birthday Girl)
American Psycho (so dark, you'll feel sick if you actually think it's supposed to be a comedy)

And now a list of some notable COMEDIES THAT ARE EASILY CONFUSED WITH THE TERM "BLACK COMEDIES", BUT FOR LACK OF ANY OTHER PHRASE ARE HENCEFORTH REFERRED TO AS "TARGETED MOSTLY TO BLACK AUDIENCES"

Booty Call (one of the funniest movies I've seen in recent history)
House Party (also very funny)
Barbershop (unusually serious overtones in it, but otherwise funny and with great performances!)
Bebe's Kids (was just... OK)
OK. I'm done.
