First, I want to say sorry is this thread already exist, but I searched in the first 10 pages of the Videogames section, and searched for "Jokes", "Pokemon Jokes" and "in-game Jokes" and nothing came out.
Ok, there are jokes in Pokémon games, most of them are childish and stupid, but some of them can give you a laugh, these are my favorites:
In DPPt, there's a Policeman who say he's thirsty, no roadblock, he's just thirsty.
In HGSS, when Prof Oak gives you your Kanto Starter, he says something like this:
You have to take care of your Pokémon, and you have to catch other Pokémon and you have to cross routes to get to other towns and you have to battle other trai... Wait! You know that, Don't you?
Remember that this thread is for things that ARE jokes, not things that are funny, so Shorts Boy, Joey, "Dropped my Balls", and similar are not allowed.