WordNet (r) 3.0 (2006):

double entendre
    n 1: an ambiguity with one interpretation that is indelicate

Moby Thesaurus II by Grady Ward, 1.0:

59 Moby Thesaurus words for "double entendre":
   ambiguity, ambiguousness, amphibology, belly laugh, blue story,
   complexity of meaning, counterword, dirty joke, dirty story,
   double meaning, double reference, equivocacy, equivocal,
   equivocality, equivocalness, equivocation, equivoque, ethnic joke,
   fun, funny story, gag, good one, good story, howler, irony, jape,
   jest, jestbook, joke, laugh, levels of meaning, multivocality,
   panic, paronomasia, play, point, polysemant, polysemousness,
   polysemy, portmanteau word, pun, punning, rib tickler,
   richness of meaning, riot, scream, sick joke, sidesplitter,
   sight gag, sport, squinting construction, story, tergiversation,
   uncertainty, visual joke, weasel word, wheeze, wow, yarn