This is the first joke my father ever told me. Nurse: «Doctor, there's an invisible man outside.» Doctor: «Tell him I can't see him.»
If you didn't laugh, it may be for cultural reasons. The joke, after all, is typically English. It contains surrealism (the invisible man), a word game (the double meaning of «to see»), an authority figure (the doctor) and a bitter aftertaste (the invisible man is rejected and marginalised).
Almost every form of English humour contains one or more of these elements. We love absurdity, perhaps because we live on a dull, rainy little island that we are determined to render colourful. Monty Python is a perfect example of this. The Pythons also delight in ridiculing symbols of authority: bankers, army officers, politicians and the upper classes. And there is often a hint of tragedy about our humour. One of the Pythons, John Cleese, went on to play a hotel manager in the TV series Fawlty Towers. His character, Basil Fawlty, is hilarious both despite and because of his neuroses and snobbery. He is also terribly English.
Here is the second joke my father told me. Baby snake: «Dad, are we poisonous snakes, or do we crush our prey to death?» His Dad: «We're the crushing kind, son - why do you ask?» Baby snake: «Because I've just bitten my tongue.»