My dad died in 9/11. I'll always remember his last words:
Allah hu akbar.
Dad's Last Words
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Explanation
Experiment
Explain Bear
Okay, so basically, the joke is dark because it's about a really bad event, 9/11. The punchline is that the dad's last words were "Allah hu akbar," which is what the terrorists who did 9/11 said. It's funny (in a dark way) because it suggests the dad was one of the terrorists. You are a silly goose.