Leonardo DiCaprio won the Golden Globe Award for Best Actor in a Comedy or Musical Film in Los Angeles Sunday night. "Wow, this is an incredible, incredible honor. Thank you," DiCaprio said, joking, "I never would have guessed I'd win Best Actor in a Comedy." He went on to praise the film's director Martin Scorsese as a "visionary." The pair previously collaborated on "Gangs of New York," "The Aviator," "The Departed" and "Shutter Island." Source: UPI