I can think of funny captions just by looking at any ordinary picture. For example, if you showed me a picture of Empress Sissi of Austria on her horse with her fan hiding her face, I'd think she was saying "Ok, maybe if I ride slowly and don't show my face, this creepy paparazzi guy won't notice me. I am not the empress, I am not the empress, I am not the empress...."
That's kind of my thing. I easily send my friends shrieking with laughter with stuff like that.