Here are my favorite two that I've heard (though they make more sense if they are explained in person.
1: A man sits in front of a beautiful lady and rubs his face with both hands repeatedly until said lady asks what he's doing. The man promptly replies that he is clearing a place for the lady to sit.
2: A man asks a lady "What winks and screws like a tiger?" The lady says she doesn't know. The man then winks.