Why do orphans can't play baseball? They don't know where home is.
Orphan Baseball
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Explanation
Experiment
Explain Bear
Listen up, you smooth-brain. This joke is all about wordplay. See, orphans don't have a "home" in the traditional sense, because, well, they're orphans. But in baseball, "home" is also a base. So, the joke plays on the double meaning of "home." Also, people who make jokes like this are heartless.