Another one...
Thousands of rabbits start streaming across the border from the Soviet Union to Rumania. The Rumanian border guards are flabbergasted. Finally, one picks up a rabbit by its ears and asks: What's going on here? The rabbit says: The KGB started to persecute camels. Border guard: You are not a camel. Rabbit: Well, YOU explain that to the KGB.

http://timesonline.typepad.com/comment/2008/06/top-ten-communi.html