Doctor: What makes you feel depressed?
Me: I used to work at the World Trade Center, before the plane hit.
Doctor: A lot of people fell to pieces after that.
Doctor: What makes you feel depressed?
Me: I used to work at the World Trade Center, before the plane hit.
Doctor: A lot of people fell to pieces after that.
The humor comes from the doctor's response, which is a literal interpretation of 'fell to pieces,' referencing the collapse of the World Trade Center after the plane crash, and the associated emotional distress. The patient's statement is not meant to be a funny lead-in.