For all links, please click the picture (sorry about any ads).
Frank Sinatra recording my favourite song of his, Ervin Drake's "It Was A Very Good Year", live in the studio while (unusually but fortuitously) the CBS cameras rolled. After a few false starts Frank, along with the cream of Hollywood session players and studio personnel, nail it in one complete take. A magical moment.
No claim to this being the funniest joke ever, but I don't think you will find one better told. Barry Humphreys, here in his Sir Les Patterson mode, on the Parkinson show.