There are several variations of this joke around, but this is the one that's worked best for me:
There's this guy, and he wants to become the greatest golfer the world's ever known: better than Fuzzy Zoeller. Better than Arnold Palmer, better than Tiger Woods-- just the best ever. But after having practiced for countless years and constantly refining his swing, he comes to find that no matter what he does, despite having played an utterly perfect game, at some point around the 13th hole it all falls apart; he misses shots he should have easily made, breaks clubs, loses balls, just plays awfully for 3 or 4 holes until he regains his composure. Nothing he does can get him past the 13th hole.
One day, he hears tell of a wise old golf guru that lives at the peak of a remote mountain, and being at wit's end, decides to pay him a visit.
He arrives and proclaims "O great and wise Guru, I humbly ask that you teach me the secret ways of golf, that I might become the greatest golfer that ever lived."
To which the guru replies: "Better than Fuzzy Zoeller?"
"Yes."
"Better than Arnold Palmer?"
"Yes."
"Better than Tiger Woods?"
"Yes."
"Better than that gu-"
"The best. Ever."
"Yes, yes, I see", says the guru. "Please wait here."
So the guru goes back into his cave, and rummages around for a few hours, finally appearing with a small teak box. He hands it to the golfer and says, "Here you are, he who seeks the path. When you get out to the course and run into trouble, open this box."
"That's it?"
"Yes."
So, he gets out to the golf course and is playing the best game of his life. He's around par on every hole, and has made several birdies and an eagle, but he's approaching the 13th hole, and can feel that old familiar feeling creeping up again. At the 13th tee, with hands shaking he opens box given to him by the guru and inside, lying on a cushion of the finest silk, he finds three golf balls: one green, one yellow, one red. He grabs the green golf ball, and as soon as he touches it, he feels more energized, confident, and focused than he ever has before. He places it on the tee, steadies himself, and swings. The ball flies the entire length of the fairway, and lands about an inch away from the hole, without bouncing once or rolling at all. Needless to say the golfer is amazed. He walks up, and taps in an eagle on the 13th hole.
At the next hole he pulls out the yellow golf ball, and upon touching it, feels even better than before. Smiling from ear to ear, he places it on the tee, closes his eyes and drives it. The ball flies down the fairway and lands directly in the cup, again without boucing or rolling at all. The golfer is overjoyed. He's finally broken the curse! He pictures years and years of tournament wins and lcurative endorsement contracts rolling out before him. He moves on to the next hole.
Upon touching the red golf ball he feels utterly ecstatic. He tees up the ball, still smiling, swings back and hits the red golf ball. It goes flying straight up into the air, and it doesn't come back down.
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Okay, okay.
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If you didn't like that joke, try this one.
Back in the days when smoking was still allowed on intercontinental flights, there was a businessman who'd just finished a very long and successful business trip. He settled down into his seat with a soft sigh, and after takeoff set himself up with a (beverage of choice), leaned his seat back, pulled out a fine cuban cigar(a limited edition, rolled-on-the-thigh-of-a-cuban-virgin super mega cohiba), lit it, and began puffing away contentedly.
Just then, he hears a "kaff-kaff"(an annoyed and obviously fake cough) coming from the seat across the aisle from him. He looks over and sitting there is a vicious looking woman, with an even more vicious looking lapdog. Both stare directly at him, and the tiny dog begins a harsh yap, in synch with the woman's fake cough.
The woman says to him "Do you mind?".
To which the man protests, "Look, we're here in the smoking section, I've had a very long couple of weeks, I'm finally headed home, and I just want to relax a bit. This cigar is quite rare, quite costly, and I'd really rather just enjoy the whole thing. If it bothers you that much, why don't you try to find an open seat somewhere else?"
The woman is outraged. "Why I never! The smoking section is not for big, fat, smelly cigars, and I like this seat! I demand you put it out at once!"
The dog follows up with a shrill "yAp! yAP! YAp!"
The man says to the woman "Look here, this is no place for that loudmouthed annoying mutt you've got there, so keep that damn thing quiet, then maybe we can begin to talk about your problem (puff, puff, puff)."
They argue back and forth for a while, things get more and more heated, until finally the woman screams "If you don't put that cigar out I'm going to take it from you and...throw it off of this plane! (yAP! yaP! yAp!)"
And the man says, "Yeah, whatever, look,. why don't you just go somewhere else and shut up already? And please..pleease do something about that miserable mutt's yapping.(puff, puff)"
They argue back and forth and after a while, sure enough, the woman gets up, grabs the cigar, and opens the emergency exit next to her seat. The cabin depressurizes and various magazines, paper, trays, and other cabin debris fly out, along with both the cigar and the unfortunate yappy dog. Oxygen masks fall, everyone freaks out, the plane shudders, and then finally rights itself again. The woman is hysterical for a moment over the loss of her dog, but then looks out onto the wing and cries "Oh Fluffy!".
There, clinging to the wing for dear life, is the tiny dog. And guess what's in it's mouth.
At this point someone usually says "The cigar."
Then you say (dryly and matter-of-factly as possible is my preference): "Nope. The red golf ball."
This joke is meant to be told a few jokes, minutes, hours, or days after the red golf ball joke. While the jokes work just fine with both told by one person, it's a lot better if you have a team of two people. One of them should tell the red golf ball joke and the second, after whatever interval you deem appropriate, should tell this one. I've also heard a variant of this joke with a parrot instead of a dog, but then jokes to tend to mutate over time, so there are probably even a few others out there. As with most jokes, it really works better told, and changed to fit the time and place, but when done right, it's alot of fun. At least for those telling it. A bemused "gah!" is the intended reaction. Try telling the first part to someone this April Fool's Day, and tell the the second half next year, after they've looong since stopped caring about the first one.
Post Mortem:
It's a eureka joke. The lag between the two jokes is what really makes it work, since the true crux of the humor involved is the listener's own memory of the earlier awful joke triggered by the secondary punchline.