I did a concert... in September with the Berlin Philharmonic... They're great musicians, and there's always something to learn from them.
A joke is not a thing but a process, a trick you play on the listener's mind. You start him off toward a plausible goal, and then by a sudden twist you land him nowhere at all or just where he didn't expect to go.
And in real life endings aren't always neat, whether they're happy endings, or whether they're sad endings.