I have the heart of a lion...
I have the heart of a lion and a lifetime ban from the Toronto zoo.
This joke is also black humor. The humor lies in the assumption that the listener is likely to make about how someone would get banned from the zoo. After the listener hears the end of the sentence they have to reevaluate their parsing of the first half of the joke.
To be funny, the listener has to understand the first half of the sentence to mean that the jokester is claiming to be brave, and then has to reevaluate the phrase literally.