The difference between theory and experiment:
A guy was walking along the street one night, when he came upon a man--a theoretical physicist--on his hands and knees under a street light, searching the street. The fellow asked him what he was looking for, and the theoretician replied, "I'm looking for my car keys." Being a helpful sort, the fellow started searching, too.
After a time he asked, "Are you sure you lost them here?"
"Of course not" replied the theoretician. "But at least there's light here."