Relayed-by: firstname.lastname@example.org (Keith E. Winkeler)
A similar, classic example of bitter humor is set in Germany during WW2. Many variations on this joke exist. Sadly, it's quite easy to adapt the joke to many time frames, i.e. the Inquisition, the Crusades, ad nauseum.
"Jewish Schweinhund!" bellows the stormtrooper, "Who was responsible for the Fatherland's defeat in 1918 and the chaos which followed?"
"The Jews," said the old man, "and the bicycle riders."
"I don't understand. Why the bicycle riders?"
"Why the Jews?"