What do you call a psychic midget that escaped from prison?

What do you call a psychic midget that escaped from prison?
A small medium at large.

The humor in this joke lies in the multiple meanings of the words that are the answer to the question. That makes this a pun, although it isn't really that much of a pun.

Midgets are known to be small people, and a medium is a person that claims to be able to talk to spirits (which is not a psychic, however, so the pun is not very good), and to be "at large" is to be on the run from the police.

The other half of the pun is three words that convey sizes - small, medium and large. The fact that they are so close together is humorous, since that is unusual.