There are a relatively small number of mathematical jokes. There's the one that ends "he worked it out using pencil and paper" and the one ending "Consider a spherical cow", but that's where my supply dries up.
Until I read a third one over on Never Trust a Hippy ...
An astronomer, biologist, an engineer and a mathematician were crossing the border into Scotland from England on a train when they saw a field with a black sheep in it.
The astronomer said, "Look--all sheep on Earth are black."
The biologist said, "Look, in Scotland the sheep are black."
The engineer replied, "No, in Scotland some of the sheep are black."
The mathematician rolled his eyes to heaven and said, very patiently, "In Scotland, there exists at least one field, in which there is at least one sheep which is black on at least one side."
Updated with a link to the Spherical Cow wikipedia entry ... thanks to Ryan for pointing that out.