This chapter investigates the role of prosody in conversational humor in the HBO series Sex and the City (SATC) in an exploratory study. Specifically, we examine how pitch and pauses are part of the prosodic bundle that can be used to mark an utterance as humoristic. We find that the use of prosodic resources participates not only in the marking but also the creation of humor. We conclude that pitch variation and pauses can be used as communicative strategies and can have cognitive benefits. They are part of the performance of humor and participate in the characterization of the personage. The authors suggest the existence of a repertoire of prosodic devices associated to humor and to a particular discourse.