Eastenders (A crap BBC soap) seem to have had a long tradition of starting a scene, usually in the pub, with someone telling the punchline to a joke, so you sort of come in mid conversation. I'm sure they used to sit down in script meetings and think up the most unlikely punchline.

Peter Kay has also used that, he'd start a scene with someone saying the punchline: 'I said Ping Pong balls, not King Kongs balls!'.
I'd always assumed there wasn't a joke to go with the punchline, but a quick google proves otherwise.