I can’t think of any … but I’ve lived a sheltered life.
Knock knock.
Who’s there?
Little Boy Blue.
Little Boy Blue Who?
Michael Jackson.
Kind of lame, but it’s the first thing I found googling.
Knock, knock.
Who’s there?
Wanda Smellmop.
Wanda Smellmop who?
No, thanks, I’m not into scat.
While living in Honolulu, I heard the following one that I think must be all the rage with elementary school boys; not really dirty, though. You need to know the definition of mahu for it to make any sense (I like definition 3).
Knock, knock.
Who’s there?
Meema.
Meema who?
Haha – you’re a mahu!
(And penis ensues…)
There are so few things in this world one can count on – that Dopers will be able to come up with examples of an arbitrary subgenre of stupid humor would be one of them.
Many thanks, guys.
Personally, I don’t know what’s worse. The fact that there are people who know dirty knock knock jokes or the fact that somebody would actually post a thread asking for dirty knock knock jokes.
Knock knock!
Who’s there?
<sultry voice> Who would you like it to be?
Nah – the fact that someone would spend his birthday eve reading such a thread trumps both. 
Knock Knock
Who’s there?
Ivana
Ivana who?
Ivana fuck your brains out.
Knock knock
Who’s there?
Ben Hur
Ben Hur who?
Ben Hur over the table and give it to her from behind
Knock knock
Who’s there?
Gladiator
Gladiator who?
He’s gladiator before they screwed instead of the other way around
Knock knock
Who’s there?
Budweiser
Budweiser who?
Budweiser girlfriend walking funny? Have you been screwing her brains out all night?
Knock knock
Who’s there?
King Henry the Second
King Henry the Second who?
King Henry, the second the queen leaves, we’ll bring in the strippers!
I am so going to hell for laughing at this.
Knock knock.
Who’s there?
Idaho.
Idaho who?
I da ho! Where da John?