Before ''The Cannonball Run'' (and ''Cannonball Run II,'' for that matter), and way before ''Rat Race,'' there was a chase-to-the-finish epic gorged with A-listers that came to define madcap comedy. Stanley Kramer's ''It's a Mad, Mad, Mad, Mad World,'' starring Milton Berle, Sid Caesar, Ethel Merman, Buddy Hackett, and Spencer Tracy, had a 220-minute running time and a 166-day shoot. ''I had to get up every morning around 5, 5:30 and shoot with 18 or 20 of the best comedians in the world,'' Caesar said at the film's 40th-anniversary gala at Hollywood's Cinerama Dome Oct. 16. Once state-of-the-art, the Dome first opened its doors for ''Mad'''s Nov. 7, 1963, premiere. ''The building itself beckons you to come see the movie,'' says Billy Bob Thornton, who came to celebrate the classic. Forty years ago, ''Mad'''s premiere beckoned no less than President John F. Kennedy. Unable to attend, JFK sent brothers Bobby and Ted in his place. Just two weeks later, the President was assassinated. A mad, mad world, indeed.