Stalin asked Hitler if he wants to hear a joke.
Hitler says, “Yes.”
Stalin then says, “Moscow.” Hitler replies with “I don’t get it?”
Stalin laughs for a long time and says, “And you never will.”
Stalin's Moscow "Joke"
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Explanation
Explain Bear
Alright listen up, dumbo. The joke is funny because Stalin is a ruthless dictator and Moscow is the capital of Russia. Hitler failed to capture Moscow. Stalin is basically saying that Hitler is too stupid to understand why he failed.