A horse walked into a bar and the barman says..."You look sad, why the long face?" I heard that joke many years ago and they used it in series 6 of The Big Bang Theory. I can't believe it, but they did.
I remember the shortened better version "Horse walks into a pub and the barman says "Why the long face?" It just adds a slightly snappier surreal edge to it.
Peter Kay used to use it during his Karajokey routine. He also used "Shakspeare walks into a pub, the Landlord says You're bard!"