Hrmph. Ok well I guess you had to be there. How about this one then:
A woman is on a train with her small dog which keeps yapping. A guy sitting next to her, smoking a cigar, asks her to shut the dog up. She says that the dog will shut up if he puts his damn cigar out because it's the smoke that's making him bark.
Anyway before long they are both at it tooth and claw, and the guy gets so angry he picks the dog up and throws it out of the window. Outraged, the woman grabs the cigar from his mouth and throws that out of the window.
Before long the train pulls into the next station and the distraught lady gets off. And as the train's pulling away, she looks down the track and sees her dog running towards her.
Guess what he had in his mouth?