So, officer O'Malley comes into the back room at the Italian restaurant, only to find the priest, the rabbi and the minister sitting on the floor with dice and cash in plain view. It is obvious that they have been illegally gambling, but the cop hasn't actually seen them doing it. So, he turns to the priest ans says, "Father, have you been gambling?" The priest says a quick Hail Mary, then says, "No." The cop turns to the minister and says, "Reverend, have you been gambling?. The minister says a short prayer asking Jesus for forgiveness, then he also denies gambling.
Frustrated, he asks the rabbi if he has been gambling. The rabbi responds, "With whom?"
I heard a number of such jokes when I was growing up. They were pretty mild, but they often played softly with stereotypes. The priest was generally earnest and a little naive. The rabbi was usually clever and a little more worldly.
It is hard to imagine a little joke like this getting through the din of vulgarity in the modern world.