Titanic's Direction

Titanic was sinking.

Passenger: "How far are we from land?"

Captain: "Two miles."

Passenger: "Which direction?"

Captain: "Down."

Explanation

The joke plays on the literal meaning of 'down'. The passenger is expecting a horizontal direction, but the captain's response that the direction is 'down' indicates that they are sinking straight down into the ocean. It's a dark joke because it highlights the disastrous situation on the Titanic.