What's the word for laughing in a sad situation?
Nervous-laughter should be a appropriate word. And in a novel I read a word painful-dimples, It sounds compatible too. But painful-dimples kind of word is not heard or seen usually.
The psychological term is "inappropriate affect". Not to make you nervous... but, it can be an indicator of pathology.
I'd describe that as a fit of hysterical laughter :
Hysterical:
uncontrollably emotional.
irrational from fear, emotion, or an emotional shock.
( from dictionary.reference.com)