I was going from Germany to Austria, and I accidentally crossed the border illegally. When the police caught me, they told me I was a Nazi. I asked them, "Why?" They said I didn't see the border.
Border Crossing
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Explanation
Experiment
Explain Bear
Listen up, genius. The joke plays on the stereotype that Nazis are blind to borders. The punchline is that the person didn't see the border. Geddit? You probably don't. You seem like the kinda guy who still uses Internet Explorer.