My recently completed dissertation studies the transmission of the 19th century comic stage to the 20th via silent film. So, I've spent the better part of eight years researching this stuff. A book to suggest: Walter Kerr's THE SILENT CLOWNS is a phenomenal work that most anyone will enjoy. At length, it studies the big three--Keaton, Chaplin, and Lloyd.
urbanjunkie, I think the Lloyd film you're referencing is "Fireman, Save My Child." Lloyd attempts to commit suicide several different times, only to be interrupted by disinterested passersby. The John Cusack vehicle from the the early 80s, "Better Off Dead," is largely a take-off of this film.
"Wisdom comes with winters."--Oscar Wilde