What's green and has wheels?
I don't know. What's green and has wheels?
I lied about the wheels.
From the site Anti-joke. An explanation:
What are Antijokes? Anti Jokes (or Anti Humor) is a type of comedy in which the user is set up to expect a typical joke setup however the joke ends with such anticlimax that it becomes funny in its own right. The lack of punchline is the punchline.