Pun, zeugma, irony, malapropism and antiproverbs.

Pun is synonymous with the current expression 'play upon words'. The semantic essence of the device is based on polysemy or homonymy.It is used for comic effect.

E.g. - Have you been seeing spirits? (Here it can be ghosts or alcoholic drinks)

- Or taking any? :)

(Here it can be milk products or some important persons)

Zeugma is the very fact of proximity, of dose co-occurence is innatural, illogical since the resulting combinations are essentially different: they simply do not go together. It is used for comic effect.

E.g. "You held your breath and the door for me."

"The addict kicked the habit and then the bucket."

Irony is a rhetorical device, literary technique, or situation in which there is an incongruity between the literal and the implied meaning. It's used for comic effect, sarcasm.

Malapropism is the unconscious use of an inappropriate word, especially in a cliché, as fender for feather in “You could have knocked me over with a fender.” [Named after Mrs. Malaprop, a character prone to such uses, in The Rivals, by Richard Brinsley Sheridan]

An anti-proverb or a perverb is the transformation of a standard proverb for humorous effect. Mieder defines them as "parodied, twisted, or fractured proverbs that reveal humorous or satirical speech play with traditional proverbial wisdom"

Skrebnev's book

http://examples.yourdictionary.com/examples/examples-of-zeugma.html

http://en.wikipedia.org/wiki/Irony

http://www.thefreedictionary.com/malapropism

http://en.wikipedia.org/wiki/Anti-proverb