Two of the Nine Greek Muses who are the daughters of Zeus and Mnemosyne (where we get the word mnemonic), Thalia and Melpomene are the muses of comedy and tragedy.
Thalia = comedy
Melpomene = tragedy
Just remember the HA in T(ha)lia, because ha = funny = comedy
Just remember the ELP in M(elp)omene, because ELP are the last 3 letters of HELP (tragedy).