The following is a joke from a Native American list I'm on. I think it's a decent example of Native humor poured into the buildup-punchline structure of modern US humor:
There was a party in the woods and suddenly there was a downpour of thunder and rain.
Two young guys ran for about 10 minutes in the pouring rain, finally reaching their car just as the rain let up.
They jumped in the car, started it up and headed down the road, laughing, and of course, still drinking one beer after the other.
Suddenly an old Indian man's face appeared on the passenger side and tapped lightly on the window! The passenger screamed, "Eeeeekkk! Look at my window!!! There's an old Indian guy's face there!" (Was this a ghost?!?!?!?)
The old Indian man kept knocking, so the driver said, "Well, open the window a little and ask him what he wants!"
So the passenger rolled his window down part way and, scared out of his wits, said, "What do you want???"
The old Indian softly replied, "You have any tobacco?"
The passenger, terrified, looked at the driver and said, "He wants tobacco!"
"Well give him a cigarette! HURRY!!" the driver replied.
So he fumbles around with the pack and handed the old man a cigarette and yelled, "Step on it!!!" rolling up the window in terror.
Now going about 80 MPH, they calm down and they start laughing again, and the passenger said, "What do you think of that?"
The driver replied, "I don't know. How could that be? I was going pretty fast."
Suddenly there was a knock on the window AGAIN and there was the old Indian man again.
"Aaaaaaaaaaaaaa, there he is again!" the passenger yelled. "Well, see what he wants now!" yelled back the driver.
He rolled down the window a little ways and in a shaky voice said, "Yes?"
"Do you have a light?" the old Indian quietly asked.
The passenger threw a lighter out the window at him, rolled up the window and yelled, "STEP ON IT!"
They are now going about 100 MPH and still guzzling beer, trying to forget what they had just seen and heard, when again there was another knock!
"Oh my God! HE'S BACK!"
He rolled down the window and screamed out in stark fear, "WHAT DO YOU WANT?"
The old man gently replied, "You fellas need some help getting out of the mud?"