A bit less concise but still my favorite: An infinite number of mathematicians walk into a bar (which I already think is funny) and the first orders a pint of

A bit less concise but still my favorite: An infinite number of mathematicians walk into a bar (which I already think is funny) and the first orders a pint of ale, the second orders a half pint, the third orders a quarter pint. After this goes on for a bit the bartender looks disgusted, slams two pints on the counter and says "You mathematicians really have to get to know your limits!"