I wouldn’t think that religious jokes and puppets mix, but I have been proved wrong by those over at Beliefnet.com, who have daily jokes told by puppets (which you can view via video). And not just any puppets — these are puppets from different religious backgrounds with all the appropriate (stereotypical) garb. The Jewish Rabbi is wearing a yarmulke and a tallit, the Catholic nun is in full habit, the Muslim Iman comes complete with a kufi hat, and the Hindu guru has wild hair. The puppet troupe is called the Jovialites and you can even help name each of the characters.
You can view the joke of the day here.