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Reagan (supposedly) told this one to Gorbachev:

A Russian and an American are in a bar. The American says "America is great. I can march into the Oval Office, pound on the president's desk, and say: 'Mr. President, I don't like the way you're running our country.'

"The Russian responded, "So what? I can, too!"

The incredulous American said, "You can?"

The Russian replied, "Sure. I can waltz right into the Kremlin, and say: 'Mr. General Secretary, I don't like the way that President Reagan is running his country!'"
Gorbachev thought it was funny.