I don't know how to make my sax laugh, unless I tell it I'm going to take guitar lessons!
Hmmm, hadn't given it much thought. Although, Dave Sanborn does this great job of making one sound like it's crying on the song, "Since I Fell For You." Al Jarreau sang the lead on that song on the Bob James/David Sanborn CD "Double Vision." While Al's singing a very convincing case of heartbreak, Dave is doing some runs behind him and at one point it sounds like that sax is weeping! How he did it, I'll never know.
I'll be interested to hear some of the feedback you get on this thread...maybe you and I can both learn a new technique.