Then there's the story about the Cessna that was broken down by the end of the runway.
A Piper was coming in to land, and the control tower said: "Piper four-six alpha, aircraft on runway, go around."
The pilot said "Roger, going around," and kept on his approach course.
A few seconds later, the tower came back on the radio. "Piper four-six alpha, there's an aircraft in the middle of the runway. Go around!"
The pilot said "Roger, going around," but still kept on his approach course.
As the Piper was about to land the controller yelled "Piper four-six alpha, GO AROUND NOW!"
The Piper landed, went around the Cessna, and taxied to the parking area.