Jews have long been associated with comedy, and specifically with the form of comic storytelling called jokes.

There are a lot of theories about why people, and Jews in particular, tell jokes.
Henri Bergson believed that joke telling is a form of social control, in which the victim is made the target of humiliating laughter.
Mikhail Bakhtin thought that jokes and laughter are ways of overcoming the fear of death, transgressing social barriers and hierarchies, and celebrating the “lower body stratum” of human existence including both sexuality and defecation.
Freud thought that the popularity of joke telling among Jews is a form of self-criticism, as well as a way to criticize authority and the excessive requirements of the Jewish religion, and to purge aggressive feelings resulting from the suppression of sexuality.
Jokes seem to be the province of people with a history of oppression. In the United States, the great comedians tend to be African-Americans, Irish, or Jews.
(It is apparently extremely difficult to be a funny WASP -- although here I must acknowledge that John McCain excelled in the presidential campaign's stand-up comedy competition.)
Theories aside, for whatever reason, Jews like to tell jokes.
Everyone knows of famous Jewish comedians – a quick list of classics would include Milton Berle, Woody Allen, Alan King, Lenny Bruce, Fannie Brice, Mel Brooks, Phil Silvers, George Burns, Joan Rivers, Jackie Mason, Carl Reiner, Jack Benny, Joey Bishop, and Groucho Marx – and a list of contemporaries would include Jerry Seinfeld, Sasha Baron Cohen, Jack Black, Ben Stiller, Richard Lewis, Sarah Silverman, and Sandra Bernhard.
But because joke telling has been so highly valued in Jewish culture, lots of ordinary Jews are good at it as well.
A new website called Old Jews Telling Jokes is a homage to non-professional Jewish joke tellers.

The old Jews telling the jokes aren’t professional comedians. Instead, they’re doctors, lawyers, a lumberyard owner, a garment district worker, a wine salesman, a judge – and also the website creator’s mother and father.
It’s very funny.
Sam Hoffman, a film director and writer, and the man who created Old Jews Telling Jokes, explains:
“My dad can tell a story. But he’d prefer to tell a joke.”
“Storytelling is a Jewish tradition. You’ve probably seen Fiddler on the Roof. Whenever they ask the Rabbi a question, he tugs thoughtfully on his beard and says “let me tell you a story.” Then they sing.”
“Jokes are like stories, but shorter and funnier. Old jokes tend to have a stigma, but they only last if they’re good. Some of the best ones provide a window to the culture of a bygone era. They can reveal the concerns of a generation or even the generation before. Anxieties of coming to a new country, of prospering, of assimilating, of having families, of fearing and worrying about, well, everything. Humor was and is the ultimate anti-depressant.”
“My father gathered twenty of his friends to share their favorite jokes. We set three rules for the production: the joke-tellers were to be Jewish, at least sixty years of age and they were to tell their favorite joke – the one that always kills.”
The website promises “A new (old) joke every Tuesday and Thursday!”
Go laugh.

Salon.com
Comments
It answers many questions us "Dour WASPS" have about the efficacy, or lack there of--in our jokes.
(Meant good-naturedly)
But the great modern White Protestant "English" comic playwrights of wit (Shaw and Wilde) were Irish.
To (the other) Dr. Fox -- Thanks :)!
Ya talk sensible shoes? O soul. I mean it this time? huh. Yes! o haiku.
O eat sea urchins with tooth picks? Chop sticks? A pitchfork? okay.
Rural boondocks and city fish-jerky sophisticate? Yiddish gourmet.
Tattoos of sailing ships, bare breast, anti-war, soft expressions of a soon to arrive, Summertime. I hum:`Kathleen Battle's soaring voice and tunes:`Summertime, but let's first anticipate, The Springtimes!
Bloom!
Ay Yes!
Hanukkah!
Sunshines!
Baby whales sprays.
Oh human's exhales.
Strapless shoulders.
March winds blows.
O paper bag in airs.
O feeble to a limits.
Kosher ball-franks.
Smiles in the Park.
A Jewish tank-top.
A` O man Rivers,
at song-soprano.
Undaunted. Yes!
Jewish pedicure?
O No podiatrists.
Walk as a human.
Bar Mitzvah, joys!
No wolf-whistles?
Ugh APAC? Gong!
No jell-o jelly fish.
O Orthodox rabbi?
Oy! O jewish jokes?
Eclairs for a Rabbi?
O No ethnic humor?
Starling Clementine!
E-bay-search? Oops?
Thanks for sharing the site...
a women had just finished eating her dinner
the manager comes over a says, well, did you enjoy you meal?
she says, no,no it was like poison...and the portions
if you get a chance check out the pbs show.
I love Jewish jokes, well actually I love most jokes, but the funniest ones are those that you can relate to, the jokes where you know someone who could fit right into the storyline that the teller is weaving.
For this to work, there has to be certain characteristics, whether it's the Jewish adherence to their religion or making money, whether it's the differences between Protestants and Catholics, the stupidity of the Irish (or Polish etc depending on where you are from), the meanness of the Scots... All these traits make for wonderful storytelling.
I have run a humor mailing list for the last 8 years, plus I have created several web sites full of jokes, and I have to say that other than my diary and thoughts on life (which have a comical twist), religious jokes of one kind or another seem to be the most popular.
Of course Golf jokes are popular too, but the majority of those are either based on religion or sex... both popular humor topics in their own right.
Amish Jews ask:`If Wish for some warm chocolate milk shake? Ask Louis Pasteur? No. Pump.
Pump a harvard cow tail up.
Then, rapidly pump it down.
Amish tell me that if you pump a tail up, and then down, up-down real fast, Ya get a glass of chocolate milk. Yuck. Raw goat milk is not bitter. Amish Ladies do smell kinda like, respectfully, the sweet raw
cow
milk
sips
raw.
Yup.
goo.
gee.
Rrrrrrrated!
You missed on hilariously funny Jewish guy from your list: Marty Feldman, Igor from "Young Frankenstein". Unfortunately for US audiences he died before you had much opportunity to realize you had imported a comic genius from the UK.
So what's a Jewish whine again? Oh yeah, I want to go to Florida.
And here's my contribution to the corpus: "Three men walk into a bar; the fourth one ducks."
Here's one I liked:
A salesman for the Klopman fabric company wins the annual sales contest and is rewarded with a week's vacation in Hawaii. On his first morning in Honolulu, he gets up early, and goes for a stroll. The only person he sees is an old man at a newspaper stand. He buys a paper and asks, "Pardon me. but do you pronounce this Hawaii, or Havaii?" The old newsy replies, "Havaii." The salesman says "Thank you", and the old man says "You're velcome."
While the theory that people with a history of oppression seem to be the most prolific comedians & joke tellers has a lot of merit, my own theory is that the tone and nuance of Yiddish is funny. It is just a funny language. Even though I don't speak Yiddish (both my parents did), I can still catch bits and pieces, and a non-fluent person like me can still hear the humour in the language.
Some languages sound cold and stern; others sound romantic and poetic. But the timbre of Yiddish is funny, many words have a definitely humorous ring to them, and the expressions are funny, too. Heck, even the curses are so ludicrous they are funny: One I can think goes something like "may you be like a chandelier: Hang all day and burn all night" or the "May you lose all your teeth except one... and that one has a toothache
Fond memories of a surprise party my sister and I made my Dad for his 55th birthday. One of his very good friends told a long story in Yiddish that was not only hilarious, but very dirty, and people were practically peeing their pants. But one thing I recall about it is how very expressive this joke teller was: not just the inflection of his voice, but his facial expressions, his hands. Since Jews tend to talk with our hands and be more expressive speakers, that just adds to the 'funny'.
And thanks to the editor for the pick!
Thanks to GeeBee and Con Chapman for pointing out John McCain's Irish heritage as an explanation for his comic talent.
Thanks also to Arthur James for the wonderful comment-poems.
All the comments are interesting and apt and appreciated. I would add that I don't believe that there is anything intrinsically funny about Yiddish and it is unfortunate that people believe that Yiddish is a "funny" language.
What has happened is that (because of the Holocaust) Yiddish is no longer a living language and is now used almost soley as a comic element in speech by (and about) Jews. The great serious (even tragic) works of Yiddish literature are forgotten (for example Sholem Asch's powerful tragic play "Got fun Nekomeh" (God of Vengeance) and novels of Chaim Grade).
And while I sometimes sympathize with Jim Galt's comment that it's annoying when people come up with grand unifying theories about things that everyone does, like telling jokes, my feeling is that coming up with grand unifying theories is just as natural to human beings (and maybe especially Jews) as joke telling!
as an almost old jew let me try this one out:
A woman goes into a bar and says to the bartender: "gimme a Double Entendre!" So he gave her one.
Man goes to the doctor and says "I'm sick." Doctor says "have you had this before?" Man says "yes". Doctor says "well, you've got it again."
Same guy, different doctor: "Doc, it hurts when i touch this, and this, and especially this." Doc says, "You have a broken finger."
Man says: "Doctor, everyone ignores me!"
Doc says "Next!"
badum-tsh.
It's because of your perfect
timing.
Or should that be: your perfect
As for WASPs, you mention wit. But I suppose another source of humor is the puncturing of another's dignity, and that may be the type of humor we see in Monty Python, for example.
Thanks to GeeBee for mentioning one of my personal favorites -- Marty Feldman.
I, too, have long found fascination in humor (not necessarily along creed lines, however). To me, it's a survival mechanism. Imagine life without it.
I always assumed the Jews developed humor for that reason. Yet, we rarely associate funniness with other oppressed groups. Go know. ;-P