I got a few:
First:
A chess master died - after a few days, a friend of his heard a voice; it was him!
"What's it like, where you are now," he asked.
"What do you want to hear first, the good news or the bad news."
"Tell me the good news first."
"Well, it's really heaven here. There are tournaments and blitz sessions going on all the time and Morphy, Alekhine, Lasker, Tal, Capablanca, Botvinnik, they're all here, and you can play them."
"Fantastic!" the friend said, "and what is the bad news?"
"You have Black against Capablanca on Saturday."
2nd:
A Chess Player is walking from the lake carrying two fish in a bucket. He is approached by the Game Warden who asks him for his fishing license. The Chess player says to the warden, "I did not catch these fish, they are my pets's pawn. Everyday I come down to the water and whistle and these fish jump out and I take around to see the sights only to return them at the end of the day; remember that the Chess Board is like an ocean; full of fish". The warden, does not play chess, he not had any idea what he's taking about; not believing him, reminds him that it is illegal to fish without a license. The Chess Player turns to the warden and says,
"CHECK" "If you don't believe me then watch," as he throws the fish back into the water. The warden says, "Now whistle to your fish and show me that they will come out of the water." The Chess Player turns to the warden and says, "What fish!?"
Capablanca was waiting in a train station in New York one day, with his coffee, danish, newspaper and chess set, when a man approached him. Gesturing at the chess set, he asked if Capablanca cared for a game. Always delighted to play, Capablanca immediately set up the board, then removed his queen from the board, to even up the game. Annoyed, the man blurted out, "Why did you do that? You don't know me, I might beat you!" Unruffled, Capablanca replied, "Sir, if you could beat me, I would know you."
At a celebrity chess event, a male GM spots Arianne Caoili wearing a very attractive outfit. Anxious to approach her, he does so by requesting a friendly game. He notes, "There is one catch – to determine who gets white, we will use bishops instead of pawns." She replies, "I don’t see the bishops in your hands. Is that one in your pocket, or are you just happy to see me?" 🙄😵
(If you're not familiar with Arianne, check out http://www.ariannecaoili.net/gallery/index.htm )
About a year ago I spent hours and hours scouring the internet trying to find funny chess jokes. I could only find two which were even slightly amusing - the dog one mentioned above ( "Wow, your dog can play chess? That's amazing" - "Not really, I win most of the games" ) and the famous "Chess nuts boasting in an open foyer" story.
I did find some very funny cartoons, perhaps my favourite one was of a dejected looking pawn office worker dressed in a suit who has just arrived home, and his pawn wife says to him "I guess you didn't get the promotion".
There are a few humourous chess books, the best one I have read is "How to cheat at chess" by Bill Hartston.
Geoff Chandler's chess column can be outrageously funny:
http://www.chessedinburgh.co.uk/chandler.php
He is greenpawn34 on this site.
"I was playing in a tournament in Germany one year when a man approached me. Thinking he just wanted an autograph, I reached for my pen, when the man made a startling announcement. 'I've solved chess!' I sensibly started to back away, in case the man was dangerous as well as insane, but the man continued: 'I'll bet you 50 marks that if you come back to my hotel room I can prove it to you.' Well, 50 marks was 50 marks, so I humored the fellow and accompanied him to his room."
"Back at the room, we sat down at his chess board. 'I've worked it all out, white mates in 12 no matter what.' I played black with perhaps a bit incautiously, but I found to my horror that white's pieces coordinated very strangely, and that I was going to be mated on the 12th move!"
"I tried again, and I played a completely different opening that couldn't possibly result in such a position, but after a series of very queer-looking moves, once again I found my king surrounded, with mate to fall on the 12th move. I asked the man to wait while I ran downstairs and fetched Emmanuel Lasker, who was world champion before me. He was extremely skeptical, but agreed to at least come and play. Along the way we snagged Alekhine, who was then world champion, and the three of us ran back up to the room."
"Lasker took no chances, but played as cautiously as could be, yet after a bizarre, pointless-looking series of maneuvers, found himself hemmed in a mating net from which there was no escape. Alekhine tried his hand, too, but all to no avail."
"It was awful! Here we were, the finest players in the world, men who had devoted our very lives to the game, and it was all over! The tournaments, the matches, everything - chess had been solved, white wins."
About this time Capa's friends would break in, saying "Wait a minute, I never heard anything about all this! What happened?"
"Why, we killed him, of course."