Call it lame, but to me word play is king when it comes to jokes. Groucho Marx was a master at it. Especially when it came to exploiting the dangling modifier. I could go all technical on this, but instead I’ll just cite one of Marx’s classics, from Animal Crackers (1930), where as Captain Spaulding he’s recounting his adventures in Africa:

1707 map of North West Africa showing the arbitrary colonial divisions. Wikimedia Commons.

“One morning I shot an elephant in my pyjamas. How he got in my pyjamas I don’t know.”

It’s funny because the first sentence says something very different from what we might assume at first glance, but we don’t notice until the literal meaning is pointed out in the next sentence. There were a lot of other gags of similar nature through the script, which was written not by Marx, but by Bert Kalmar, Harry Ruby…