A penguin walks into a bar
A penguin walks into a bar. He asks the bartender, "Have you seen my brother?" The barman asks, "Well, what does he look like?"
This is another "walks into a bar" joke. In this joke, the critical point is the fact that the bartender asks the penguin what his brother looks like. I am actually not quite sure which reason this joke was supposed to be funny for, as I can see two possible reasons why this is funny.
First option: penguins do not normally walk into bars, but the bartender doesn't realize that the penguin's brother must also be a penguin, and would therefore look like a penguin. In this case the joke is on the bartender because the answer is "Like a penguin", which is obvious.
Second option: penguins walk into bars all of the time (and the bartender is able to tell penguins apart based on a reasonably brief description), so the question is a completely reasonable one. In this case, the joke is on the hearer (who must have assumed that the penguin walking into the bar was a rare event, and would certainly be noticed by the bartender.)