personal favourites:
"A scholastikos went for a dip and nearly drowned. So he swore that he'd never go near water again until he'd learned to swim"

"A man from Abdera, seeing a eunuch chatting with a woman, asked someone else if it was the eunuch's wife. When the man observed that a eunuch couldn't have a wife, he said, 'Ah, so it's his daughter then.'"

some others here: http://www.theguardian.com/books/2014/jun/28/history-laughter-roman-jokes-mary-beard