Four words or fewer?
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(insert the name of some ethnic classification here)
I pooped my pants!
The winner.
Or a 60 year old. I’m still chuckling at that.
Maybe I’m really dense, but I don’t get this one.
That’s what Just Asking Questions said, too. 
Church fart, own pew.
Turnstile sideways: destination, Bangkok.
“Mom’s on the roof.”
I know a four word short story that would be funny to other people, just not the subject -
Sail
Gale
Pale
Rail
Take my wife. Please!
Brevity.
4sale babyshoes – kinda poopy.
The Titanic is unsinkagurgle!
Shark passes slow swimmers
Your mom can.
I don’t know, Alaska
No, New Taxes
(comma important, in regards to George Bush (Sr.) campaign pledge)
Raping children: The Aristocrats!
“Ow!” said Jesus.
Chocolate. It’s The Immaculate Confection.