I have a few clients who even in the face of tough, traumatic life situations always enjoy a good laugh. Humor is a way to wake up, and take a breather from being self identified. Partly this is because on the physical efforts that laughter has on the body. We receive an increase of oxygen, short-term charges in hormones and neurotransmitters and an increased heart rate with a good laugh. Many people I work with love therapy jokes.
Three of my favorite performers doing therapy humor are: Stop It by Bob Newhart, Humor Therapy (Part 1) by Ellen DeGeneres, Jim Carrey in Ace Ventura.