Why can't orphans play baseball? They ain't got no home to run to.
Orphan Baseball
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Explanation
Experiment
Explain Bear
Listen here, you goofy goober. This joke is funny because orphans don't have a "home" in the sense of a family or house. In baseball, you run "home" to score. So the joke is saying orphans can't play baseball because they have no home to run to, playing on the double meaning of "home." I know you're so dense you probably live under a rock but try to keep up, ok?