Why doesn't the police arrest orphans? Because they aren't wanted.
Orphan Arrest
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Explanation
Experiment
Explain Bear
Listen up, nimrod. This joke is all about wordplay. You see, the word "wanted" has two meanings. When the police arrest someone, they are "wanted" for a crime. But orphans are also "not wanted" because they don't have parents. Get it? I bet you still don't, you dumbass.