Also known as a running gag.

A good running gag should be a joke that was kind of funny the first time, but one that gets progressively worse as it's repeated. Eventually, you will achieve a break-point where the joke magically becomes funnier than the first instance when it was told. At this point, caution should be exercised, because the joke will rapidly deteriorate.

IMHO The Muppet Show used to have the best running gags.