Jokes often work because of some unexpected but intelligible ambiguity in the circumstance or in some utterance.  That's how puns work.  For example:

Why do farmers give their cows money to eat?  Because they want rich milk!

The crucial thing is that the (i) the ambiguity be detectable and (ii) the slippage be understandable.  Same goes for amphibolies.  For example:

Boy: I broke my arm in six places!

Mom: I told you to stay out of those places!

Hilarious.  And, again, notice that in order for the joke to be appropriately posed, the ambiguity must be detectable by the audience and the audience must judge the slippage as understandable (that is, sees how both interpretations are reasonable).

Now check out this joke fail.  This reporter tells the joke:

So the Dalai Lama walks into a pizza shop, and he says: "Make me one with everything!"

To the Dalai Lama himself.  That's totally funny.  But the joke bombs.  Watch it here.

'Make me one with everything' is amphibolous.  On the one hand, it is a directive about pizzas — one with the works, please!  On the other hand, it is a directive about mystical vision — enlighten me, please!

The funny thing is that the joke fails on both fronts.  First, the joke has to be translated, so it's not going to have the same amphiboly.  Moreover, I'm not convinced that the DL really understands what a pizza is with everything.  But that's not the biggest failure.  Second, the DL, when he hears that he asks to be one with everything, he says, "That's not possible."  (At least, that's what I hear).  Which makes it even funnier, because it's a presentation of the DL's views that the DL doesn't seem to recognize as his own.  Moreover, why would the DL ask someone else to do that for him… isn't he the mystical teacher?

It would be like telling the following joke to Descartes:

So Renee Descartes walks into a bar.  He orders a drink, and the bartender asks him if he wants a fancy umbrella in it. Descartes replies, "I think not!"  And then he disappears.

Descartes' reply would be something like: I don't get it.  I said I know I exist so long as I'm thinking, but my thinking isn't what makes me exist.  You're worse than Hobbes.  Read Meditation II more carefully, moron.