You've got to wonder what happens in a bunny's life to turn his thoughts to suicide. Perhaps it's insufficient frolicking. Or perhaps he's like that one bunny from Watership Down who keeps seeing the fields get plowed up into blood. (Thanks for letting me rent that movie as a child, parents! Why didn't you send me home with a double feature of that and The Wall?)
Anyway, some of these are pretty funny, especially the Star Trek and Terminator ones. It's very similar to the old Official "I Hate Cats" Book, except in these cases, the bunnies are bringing the violence on themselves.
"Comedian" has to be one of most depressing films/documentaries I've ever seen. You said it best, insecure and miserable people. As far as Steven Wright, he is undoubtedly awesome, but has his dull moments.