Why can't you play Uno with a Mexican? Because they'll steal all the green cards.
Uno and Green Cards
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Explanation
Explain Bear
Listen up, you absolute lettuce, this joke relies on wordplay. 'Green cards' are cards in the game Uno, but a 'Green Card' is also a common term for US permanent residency documentation, often stereotypically sought after by Mexican immigrants. The joke suggests they would 'steal' the cards, playing on that tired old stereotype. Now go get a brain transplant, you big dummy.