What's the difference between China and New York City?
In China, the Asians ride ON the trains. In New York City, they usually end up riding UNDER them.
China versus New York City Trains
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Explanation
Explain Bear
Listen up, buttercup. The joke plays on the stereotype of Asians in New York City having a tough time, implying they're more likely to end up *under* a train rather than *on* it, unlike in China. You probably take the bus, so you wouldn't get it.