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.
“Every president has to live with the result of what Lyndon Johnson did with Vietnam, when he lost the trust of the American people in the presidency.”
“Teens aren't just interested in getting laid. I won't believe that's all they're interested in. I have four younger sisters and they're sick of being shown how they're supposed to react in bed.”