I don't get them.
I only get the "knock, knock" "who's there?" "doctor" "doctor who?" "yes" one...
give me some knock, knock jokes, I will reply, and thus I might understand...
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well generally they're a play on words, like the following: knock knock who's there? lettuce lettuce who? lettuce in and we'll tell you the idea being 'lettuce' sounds like 'let us'