This an oldy but a goody.  I'd heard it in the past but was reminded of it when Gilbert Godfried recently used it on 
The Comedy Central Roast of Roseanne Bar.  Here it goes . . . 
Roseanne, a farmer's wife, wakes up in the middle of the night one night to find her husband standing over her clearly drunk out of his mind and holding a sheep under his arm.  When he notices his wife awake the farmer yells: 
SEE!!!  THIS IS THE PIG I'VE BEEN SCREWING!!  To which his wife responds "you idiot!  That's a sheep!"  SHUT UP! yells the farmer.  I was talking to the sheep!!