Please Police

Listen up, buttercup. This joke is a play on the "Knock, knock" format where the response to "Who's there?" sets up a pun. In this case, the pun is based on the word "Police" sounding like "Please." The humor comes from the cop telling the other person to stop talking so they can finish the joke, which is ironic since the cop is part of the joke setup. It's funny 'cause it breaks the fourth wall, which you probably think is just a wall with a TV on it.