Note: an Accomplice is reccomended.

Two penguins are playing checkers on an iceberg. As one penguin is moving his piece, there is a loud crack and the iceberg splits in half, right down the center of the checkerboard. Now both penguins start to drift apart. The one penguin looks at the other accross from the crack, and says

Cream of Wheat!

Now's your cue to burst out laughing, and your accomplice, if you have one, will do the same. Anyone who's heard this one already will probably start laughing too. Now the clueless will either:

1. Puzzle it out, and ask what the joke is, whereas you can all mock him for not getting it. BUT it shows that he's not just some poser following you around and politely laughing at all your jokes

OR

2. He'll start laughing along with you, upon which you all stop laughing and demand he explain the joke. The purpose is to see if the fool will laugh if he has no idea of the punchline(of which there is none). Good for finding out who is a poser.

Then you can laugh at him, I guess. Don't worry, let him join in for the next time.

Andy Kaufman took this bizarre humor to funnier levels, but it was usually he who humiliated himself, so he could have the last laugh on the audience, but his trick was they didn't know it.