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In Borat, I didn't realize it at the time, but because of the format you're kind of geared to think that you're laughing at Cohen's 'innocent' dupes, but looking again its clear that Cohen is what is funny. The movie may as well have been scripted for all the laughs the background players offer. The other people in the movie just provide him an opportunity to behave.
Haven't seen BrĂ¼no but I wonder if its similar?