Everybody has their own particular areas of expertise... and music is mine. All fields have their jokes that other people don't get, but I'm biased enough to think that the musical ones are some of the most creative. And since I'm bordering on comatose from my Thanksgiving feast, I thought I'd put up a few videos for you rather than ramble randomly ('cause hey, "show, don't tell", right?).
Exhibit A: The evolution of a joke.
Part 1 - Take a giant of the Romantic piano literature (in this case, the slow movement of Rachmaninoff's 2nd Piano Concerto).
Part 2 - Spin it through the mind of a power ballad writer.
Part 3 - Make fun of it.
Exhibit B - PDQ Bach. Anything he's ever done. As I'm sure you can guess from his initials, he's, erm, not real. Or at least, not really a Bach. No, in fact he's composer Peter Schickele, who composes insanely hilarious spoofs of major classical pieces which are pastiches, take-offs, and just plain funny. The more references you catch, the harder you laugh. This is one of my favourites (I mean really, anybody who manages to morph the French national anthem into Pop Goes the Weasel has exactly the right screws loose if you ask me).
Exhibit C - Mozart. Yeah, him. Genius, sure - but he still thought farts were funny. Leaving aside motets with such evocative titles as "Lech mich im Arsch" (you can Google it, I swear it exists), he wrote something actually known as A Musical Joke (Ein Musikalischer Spaß, I think), making fun of, among other things, show-off violinists and horn cacks. (Best part is the end, don't stop this one early!)
Exhibit D - Haydn. He's got a few that still catch audiences to this day, including the Surprise Symphony and a quartet known as The Joke - that'd be this one (although alas, the audience didn't fall for it this time).
So don't take yourself too seriously, people. Life's too short!