This one is a bit of a long one, but it's always made me laugh. I'll try and condense it as much as possible, but a part of the joke is in how it's told and the buildup.
A train conductor was doing his thing, just driving his train down some tracks. Probably about a hundred or so people on board, the usual variety of people; some who were travelling for work, the stewards on board. Everything was going fine, until suddenly the train derails. Everyone on board is killed except for the conductor. No one blamed him, sometimes these things happen. So after a week of mandatory time off, he goes back to work.
Another derailment happens the same day, killing 48 people (everyone who was on board except for the conductor). This time, everyone blamed him. They sentence him to death by the electric chair for his clear incompetence. He's asked for his final meal on the day it happens, and he asks for a banana. It's a strange request, but they bring him a banana and he eats it. They bring him to the chamber, sit him down, and turn the current on.
Nothing happens.
They pull the switch again, and nothing happens. He isn't damaged, or electrocuted, and doesn't even appear phased. Not knowing what to do, they just let him go back to work.
Another derailment happens, and he kills 83 people this time. Once again, they sentence him to death by electric chair. They ask him for his last meal, again, and he asks for two bananas this time. Afterwards, they bring him to the chair, and turn on the current. Once again, nothing happens. The warden of the prison is furious, and schedules him to have another execution the next week. The day comes for the third time.
The conductor is asked for his last meal, and this time he asks for three bananas. The warden denies him his meal, convinced that somehow, the bananas were the secret to his impossible survival rate. They strap him into the chair, this time on an empty stomach, and flip the switch. Nothing happens.
The warden charges into the execution chamber. He demands that the conductor tell him how he did it, since he didn't have any bananas this time.
Oh, replies the conductor, it was never about the bananas. I'm just a bad conductor.