The Last Laugh vs Mine Goes to 11

[Mister Ed]

Originally Posted by offsides

Also, would something like annihilation be playable on the last laugh to prevent it from causing the win, or is it also too late for that?

Annihilation would not stop the win, because it simply destroys the card, not retroactively cancels its effect. It doesn't keep a card from taking effect unless it is played IMMEDIATELY in response to the card being played in the first place. So once you die, you get the level from "The Last Laugh". The game is over, and annihilating the card at that point would be too late.