A brain goes into a bar

A brain goes into a bar and the bartender says, "I can't serve you, you're out of your head!"

This is another "walks into a bar" joke. This joke is sort of hard to deconstruct. The humor lies in the use of "out of your head" in an unusual way. It is a colloquial phrase to use "out of (your/his/her/etc) head" to mean insane, however in this case the phrase is being used literally. The humor lies in that unusual use of the phrase.