Mythical Monkey, who knows his stuff, posts an "excerpt from my upcoming essay about early silent film comedy" — specifically, the history (more or less) of the comedy pie-throw. Of special interest is Buster Keaton's exegesis on the topic, excerpted from a 1964 interview. (Video here.) And really, if a time machine were to miraculously come into my possession, one of my destinations would be c. 1913 just so that Mabel Normand could clock me with a pie. Okay, call it kinky, I don't care.
Later movies pointed back to the golden age of pie-fight gags by amping up the confectionery ballistics to epic proportions, chiefly Blazing Saddles and The Great Race. Of course, the definitive statement on the subject is here:
Suddenly I have an urge to pay a visit to our neighborhood pie shop today. (No throwing expected.)