Bobby in Belfast
There was an American basketball player that had a tournament in Belfast, Ireland. After one of his games he stepped outside for a breath of fresh air when he felt a gun in his back. "What's your religion?" he heard the man growl.
Bobby (the player) had no real religion but he knew if he said he was Catholic and this guy was a Protestant he would kill him and if he said he was Protestant and the guy was Catholic he would kill him.
Thinking quickly he said "I'm Jewish." and the man replied, "Oh Allah I must be the luckiest Jihadi in all of Ireland."