My favorite short joke:
"My brother took going to jail very hard. He screamed and swore for hours, punched holes in the wall, and even threatened to harm himself. That's why he's no longer allowed to play Monopoly with us."
(Clarification for non-Americans who might not have heard of Monopoly: it's a popular U.S. board game where you buy and sell properties, trying to drive other players into bankruptcy. If you roll doubles on the dice three times you have to go to 'jail' and skip several turns.)