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.
“When they talk of ghosts of the dead who wander in the night with things still undone in life, they approximate my subjective experience of this life.”
“I was wrong to exaggerate in statements related to my experiences in the White House and the Royal Family. I am truly sorry for misleading people and misstating the facts.”