An unjoke is a "joke" that doesn't actually employ humor whatsoever. Most unjokes will use the set-up from a well-known joke to hook the listener in, then end the joke with a completely serious "punchline." It is crucial that unjokes ARE NOT FUNNY at their base value. What's funny about them is that they aren't funny at all. If you don't get that, then you just don't get it.
Here are some unjokes for your enjoyment.

Q: How do you drown a blond?
A: Hold her head underwater until she stops struggling.

So, a duck walks into a bar and sits down on a barstool. Animal Control is called immediately, they capture the duck, and set it free at a nearby pond.

Q: What's the difference between a Jaguar and a dead baby?
A: One is an automotive machine and the other is a tragic loss of human life. There's lots of differences, honestly.

Q: How many Jews can you fit in a Volkswagon?
A: Five. Four, comfortably.
by VooLaLa June 13, 2008
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A long, drawn-out joke with an elaborate backstory, misguided details, and unnessesary exposition. What seperates this from other jokes is the deadpan ending, usually marked by something ridiculously stupid, a groan-inducing pun, or simply no punchline at all.
Usually told to make the joke teller laugh at the audience's dissapointment and confusion. Most of the time, some of the audience members join in the laugher as an attempt not to look like "the guy who didn't get the joke".
The most common Unjokes are: The Tennis Ball Joke, The Friar Joke, The Clown Joke, The Shaggy Dog Joke

I dont feel like typing out one of the incredibly long jokes... so here is a short one.

So two polar bears are in a bathtub together. One says to the other, "Hey, can you pass the soap?" The other says, "That's not soap... That's a radio!!" (Laugh for effect. Others should join in)
by Cuppy Brown May 24, 2006
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