I know this because I saw an example of it this morning, on a sign outside a central city church.
The sign reads "The Super 12. Weren't they the disciples? Yeah, right'
But you won't get it unless you know that Super 12 is a highly popular rugby competition in NZ (that's all I know about it, I'm sooo uninterested in sport), and that 'Yeah, right' is Kiwi-speak for 'Go on, pull the other one' (if you're English). I can't think of an American equivalent.
If you have come across a better Christian joke (one which doesn't simply make fun of Christians, that is), you're welcome to comment...