What was the last thing to go through the heads of the 9/11 jumpers?
Their ankles.
9/11 Jumpers' Last Thought
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Explanation
Experiment
This is a dark, morbid joke that uses wordplay. It plays on the phrase "going through someone's head," taking it literally by implying that, because they were falling headfirst, their ankles would literally be the last things to pass through their head as they fell.