The Twin Towers ordered a pepperoni pizza.
They only got plain.
Pepperoni Pizza
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Explanation
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Explain Bear
Listen up, dummy! The joke is that the Twin Towers got "plain" pizza instead of pepperoni. "Plain" sounds like "plane," and planes crashed into the Twin Towers, so it's a dark joke referencing a tragedy. You probably thought they just didn't get any pepperoni, huh?