The first time my mom walked in on me having sex was perhaps the funniest. Since she was deaf, a knock on my door meant "I'm coming in." since she couldn't hear me say "Gimme a minute". So she knocked, and walked in. We collapsed into badly feigned sleeping, covers pulled up to our ears. I pretended to wake up and say hello. Mom proceeded to take ten minutes putting away my laundry before finally leaving the room. Some time later when I emerged from the bedroom (there were benefits to having a deaf, and decidely liberal, parent) my mom was downstairs waiting for me.
"Well," she said. 'Don't think I don't know what you two were doing up there."
"Uh...." I said.
"I'm sorry I interrupted and I hope you two enjoyed yourself. Next time lock the door." With that she gracefully stood up and walked out of the room. My startled laughter followed.