Contrary to public perception, there are jokes involving the Moslim profit and his followers.
Here's an example from: http://www.geocities.com/mutmainaa1/article/laughter.html
On one occasion An-Nuayman went to the market and saw some food being sold which appeared to be tasty and delightful. He ordered some and sent it to the Prophet, sallallahu alaye wa sallam, as if it were a gift from him. The Prophet, sallallahu alayhe wa sallam, was delighted with the food and he and his family ate of it.
The vendor of the food then came to An-Nuayman to collect the price of it and An-Nuayman said to him, "Go to the Messenger of Allah, it was for him. He and his family ate it."
The vendor then went to the Prophet (salAllahu alayhi wasalam). Puzzled, he, (salAllahu alayhi wasalam) asked An-Nuayman, "Didn't you give it to me?"
"Yes!" said an-Nuayman, "I thought you would like it and I wanted you to eat some of it so I had it presented to you. But I do not have any money to pay the merchant for it. So, O Messenger of Allah, you pay him!" The Prophet (salAllahu alayhi wasalam) had a good laugh and so did his Companions. The laugh was at his expense, literally, for he had to pay the price of the unsolicited gift. An-Nuayman felt that two benefits came out of the incident: the blessed Prophet, sallallahu alayhe wa sallam, and his family ate food that they enjoyed and the Muslims had a good laugh.
As you can see, also contrary to public perception, the reason nobody jokes about Allah is not the threat of a Fatwah, but they just aren't funny.
Holy sweet Ramadan, that joke sucked!