Is your refrigerator running?
Q: Is your refrigerator "running"?
Q: Then you had better go catch it!
This joke is often used as a prank call. Back before you knew who was calling you prank calls were a way that kids would amuse themselves by calling people and telling jokes like this one. The idea was that the person that you were calling had to answer the phone because they didn't know who you were, and then they would unwittingly listen to your joke.
This is a pun because the verb running can both mean 'properly functioning', and 'moving quickly by foot'. The person hearing the joke is supposed to assume that the person telling the joke is using the first definition, where the person telling the joke is actually using the second.
Additionally this is an absurd joke, because refrigerators can not ambulate in any manner (unlike washing machines, which can be said to walk at times during their spin cycle), so they couldn't be said to 'run' at all.