Don't ask about the thought progression, but I wondered what sort of sense of humour the Romans had... google of course knows all and the answer is that it's not too far from our own. LINK

I liked this one:

Beard's favourite joke is a version of the Englishman, Irishman, Scotsman variety, with a barber, a bald man and an absent-minded professor taking a journey together. They have to camp overnight, so decide to take turns watching the luggage. When it's the barber's turn, he gets bored, so amuses himself by shaving the head of the professor. When the professor is woken up for his shift, he feels his head, and says "How stupid is that barber? He's woken up the bald man instead of me."