Great comedy teams like Laurel & Hardy, Abbott and Costello, Burns and Allen, the Three Stooges and comedy singles like Milton Burle, Jack Benny, and Bob Hope all had their beginning in the wonderful world of Burlesque and Vaudville. As those venues faded with the growing novelty (as Neenron and SaRuMaN said) of motion pictures, they moved their acts from the stage to the silver screen, and eventually the little picture box. Those that were more verbal in their routines, such as Hope, Burns, and Benny, made a good living in radio after Burlesque and Vaudville. But those who were more physically oriented, like the Three Stooges and Laurel & Hardy, did much better in picture shorts and eventually full length movies. And some few, such as Hope and Abbott and Costello flourished in both.
Besides the novelty of the motion picture industry, the nation was in a pretty bad state. WWI was not so long passed, the Great Depression was everywhere, and WWII was an angry rumor. People were depressed, they needed something to laugh at, and as the screen replaced the stage new stars were born. Some of those stars have lasted almost a century. Must be doing something right.
Although why Jerry Lewis is so popular in France is beyond me.