I can't resist adding this one I heard in the 70s.
An Englishmen, a Frenchman and a Russian are drinking together in a pub.
The Englishman says "You know what my idea of paradise is? Sitting in my armchair after a hard day's work, and my wife brings me my whiskey, pipe and slippers."
The Frenchmen says "You English are so cold! Paradise is making love with the world's most beautiful woman for the whole night."
The Russian says "You're both wrong! True paradise is when the KGB bang at your door at 3 in the morning, you open it, and they say 'Ivan Ivanovitch, you're under arrest' and you can say 'Sorry, but Ivan Ivanovitch lives next door'."