Sometimes all it takes is a few hundred viewings, and I'll eventually get the joke.
So I'm watching History of the World, Part I on the Fox Movie Network, which is great because they don't edit anything. The off color jokes, insults and nudity, all the things that make it a great film, are untouched. So I'm watching it and quoting the movie back to my TV, of course, when I get a joke that I had never gotten before. Now I knew the words, but I never got the joke.
It takes place in the Roman Empire portion of the film. Comicus and Josephus are escaping from the Roman soldiers dressed as Senators. As they are walking down the street they find a blind beggar who keeps bumping his head. The beggar is shouting "Give to Oedipus!" I thought the joke ended there. But when the beggar sees Josephus coming he stick out his hand and says "Hey, Josephus!" To which Josephus replys as he slaps Oedipus' hand "Hey Motherfucker."
I had heard that line every time I had seen the movie. And I just never got the joke.