No; leaking urine while sneezing or laughing isn't normal. But it's a common problem, especially among older women. This type of incontinence is called stress incontinence, because the urine leaks
when sneezing, laughing, or other activities cause the body to "bear down," which puts pressure on the bladder.
Normally, the muscles of the pelvic floor help support the bladder and the bladder's neck, so urine doesn't leak out, even when there's extra pressure on the bladder. However, many things can cause the muscles around the bladder to become weaker. The most common cause is pregnancy and childbirth; other causes include having had previous surgeries in the abdomen or pelvis. (Stress incontinence is less common in men, but it can happen after certain types of prostate surgery.) Hormonal changes after menopause can also make weak pelvic muscles worse.
Treating stress incontinence usually involves trying exercises to strengthen the pelvic muscles (also called Kegels). Bladder training can also help, as can weight loss.
If you're concerned about leaking urine, or incontinence, always start by getting things checked by a doctor. You'll want to make sure there isn't something other than garden-variety stress incontinence going on. Unfortunately, there are lots of things that can cause urinary incontinence in men and women.