Two Jews are about to be executed by a firing squad. As they are handed their blindfolds, one of the Jews refuses to put his on. The second Jew, mortified by this act of rebellion, turns to his friend and says: “Please, don’t make trouble!”
(I can’t find the original source.)
Update: See “Jewish Humor” by Rabbi Joseph Telushkin (New York: William Morrow and Company, Inc., 1992), p. 77.
This is so reflective of reality, it’s hardly humorous.