Quiz was supposedly an early example of this, when (according to anecdote) a Dublin man had a bet that he could introduce a new word into the language. Sadly, as with so many such anecdotes, it's probably bunk, as it was in use already by the alleged time of this bet. Still, there are some words that we know were invented this way, as the people who did it either did so on film or are around to tell us.
Spoffle, quite apart from being a great word, is a useful one, if you ever have anything to do with microphones, as I sometimes do. It's this thing, in front of Stephen Fry:
Another word that came out of British comedy is the collective noun for baboons, a flange, and for gorillas, a whoop. Flange has caught on remarkably well and, although it too doesn't get into the OED (they're so cautious, those lexicographers) it's used by people, including (allegedly) academics (although I have not read the papers or books in which it's used). Here's the sketch, with Mel Smith and Rowan Atkinson talking to Pamela Stephenson:
Literature has been a source of some good words. Lewis Carroll invented the word chortle as a blend of chuckle and snort, although not many of his more creative efforts from the Jabberwocky have caught on. This OED blog post talks about Edward Lear, who made up a lot of words (runcible spoon being a particularly well-known example) and also used obscure real words. It has a charming anecdote about the blog-writer's doctor friend who was certain that pobble meant 'to amputate toes', until the blog-writer introduced her to the rhyme The pobble who has no toes. Pobble's Bay also seems to be a place in Wales, which does rather remind one of The meaning of Liff by Douglas Adams and John Lloyd (who created QI, presented by Stephen Fry - we have come full circle so it's time to stop waffling).