Achmed the Dead Terrorist is a wisecracking skeleton with a beard and a white turban (an early version of Achmed stated that it was not a turban, but underwear, because 'when someone says it's time to kill yourself, it scares the shit out of you!'). He is used by Dunham to perform comedy based on the contemporary issue of terrorism. He is known for yelling "Silence! I kill you!" at any in the audience who dare laugh at him.

Achmed was originally introduced in late 2001, just after the 9/11 attacks. At the time, he was introduced as Osama bin Laden; it was not known at the time if bin Laden had survived the assault at Tora Bora. When asked what sort of training occurred at a terrorist training camp, Achmed/Osama replied "explosives training, weapons training, arts and crafts ...". Indicating his turban, he added, "See my turban? I made this!"