A man walks into his bedroom with a sheep under his arm and says:
"Darling, this is the pig I have sex with when you have a headache."
His girlfriend is lying in bed and replies: "I think you'll find that's a sheep, you idiot."
The man says: "I think you'll find I wasn't talking to you."
I have a very lame one my friend and I came up with.
A man walks into a plastic surgeon's office and stops at the secretary's desk to sign in. When asked his name, the man replied, "My name is Howard. But I will be signing out as Hillary."