The Princess Bride. The title does not at all suggest that this is a comedy movie.

I'm trying to understand this question a bit more. Do you mean intentionally not typical for it's genre, or unintentionally?

If intentionally, I'd go with Shaun of the Dead, though it's actually considered part of the 'comedy horror' genre so wouldn't necessarily consider it 'lying' about being hilarious film about a zombie apocalypse.

If unintentionally, then hands down Troll 2. You can't piss on hospitality.

Could consider the Ash vs Evil Dead serious to qualify. It was technically horror, but done in a very entertaining and campy (hindsight) way and not taken too seriously.

Donny Darko, maybe? All I knew was that it was a psycho thriller. I had to go on the internet to find out WTF I had just seen, because it's also a sci-fi.

Star Wars isn't a sci-fi at all it's just an action movie in space. Sci-fi deals with moral dilemmas arising from the use of technology. Star Wars is just a bunch of space lasers.

Stalker by Tarkovsky. The description made it sound like a really cool sci-fi/fantasy, bleak adventure movie. Instead it was just a bunch of melodramatic philosophy. Pretty much nothing even remotely sci-fi happens.

The Blair witch movie advertised itself as a real documentary about the town of Blair and the history behind the Blair witch.