What and when was the first “. . . walks into a bar” joke?
Og walk into bar. Og say “Ouch”.
Neanderthal walk in Cro-Magnon cave, say “How much for water?” Cro-Magnon say “10 clam shell.” Neanderthal pay, and Cro Magnon say “We no see many Neanderthal here.” Neanderthal say, “Me no surprised, these prices.”
Guess had be there.
A comet wandered into a bar. And disintigrated.
From Joe Miller’s Joke Book (1739):
Okay, it’s not a bar, but it follows the basic format.
Two guys walked into a bar…
which was kinda strange after seeing the first one do it.
For he was a Cooper indian, too.
There was once one Joke and one joke only that went such…
“Knock, Knock”
“Who’s There?”
“The Chicken”
“The Chicken who?”
“The chicken who is crossed the road.”
“Why did the chicken cross the road?”
“To Get to the other side.”
“What did it do on the other side.”
"It walked into a bar and the bartender said, “Get out we don’t serve you type.”
“So what did the chicken do?”
“He Eggs-itted.”
Fortunately, this rather labored and somewhat confusing attempt at a punchline over time trifuracted into three different jokes and eventually their commonality was lost.
Why did the chicken cross the road?
To get to your house
Knock knock
Who’s there?
Really?
Why did the chicken cross the road?
He was stapled to the pervert.
So a dyslexic walked into a bra . . .
baaahhaaa!!! love it! 
A rabbi, a priest and an imam walk into a bar.
“What is this,” the bartender asks, “some kind of joke?”
A crippled boy, a widow and a blind dog walk into a bar.
“What is this,” the bartender asks, “a story from Guidepost?”
Hey, EH, I have that picture on a T-shirt!
A horse walks into a bar. “Hey,” the bartender says, “why the long face?”
Was it the minister’s day off?
A grasshopper walks (okay, hops) into a bar. The bartender says, “Hey, we have a drink named after you.” The grasshopper says, “Oh, really? You have a drink called Fred?”
A panda walks into a bar and orders a sandwich. The panda eats it, pulls out a pistol, shoots the barmaid, and starts to walk out.
The bartender yells for him to stop. The panda bear asks, “What do you want?” The bartender replies, “First you come in here, order food, kill my barmaid, then try to go without paying for your food.”
The panda bear turns around and says, “Hey! I’m a Panda. Look it up!” The bartender goes into the back room and looks up panda bear in the encyclopedia, which read: “Panda: a member of the bear family originating in Asian regions. Known largely for its stark black and white coloring. Eats shoots and leaves.”
Why did the chicken stop in the middle of the road?
She wanted to lay it on the line…
Somebody oughta write a book!: Amazon.com
A termite walks into a bar and says:
“Is the bar tender here?”