Sadly we can not actually tell you the joke due to a copyright infringement suit threatened by Disney Studios who intend to make it into another feature-length cartoon starring Mickey Mouse as the man on the roof, Donald Duck as the rescuer with the life preserver, Pluto as the captain of the Coast Guard Boat, and Uncle Scrooge as the owner of the heliocopter. God is still being played by George Burns, as himself of course.
Now then, the story, if we were able to tell it, is about how someone with too much faith refuses all help. A representative of the Coalition for the Rights of People Too Proud to Ask For Help informed us that the storyline was discriminatory. They promised not to sue if we printed a retraction instead of the joke.
Now then, I have to admit that I have been a member of this latter organization for too many years. Luckily being a split personality I have no problem with suing myself for something no matter how stupid it is.
Anyway you probably guessed that the man ends up drowned and goes to heaven. There he asks God why he didn't save him, and George Burns takes the cigar out of his mouth and delivers the punchline that we can't tell you but which has to do with the life preserver, the boat, and the helicopter.
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Now then, hopefully this will add a bit of humor to the Castle. Just take all the unmentioned pieces, imagine hat they should have said, string them together, and have a good laugh. Then please turn yourself in to the nearest FBI office. Thank you...