>Not sure this is a Russian joke - I've heard it at home, about USSR... maybe the present Russians can confirm if they heard it too.
>
>Two Soviet workers walking to work.
>- Say, why do you walk with me? You work in a bicycle factory. Can't you steal a few parts and assemble a bike at home?
>- Doesn't work. I'm doing this for years, and I've assembled several rocket launchers already, but can't make a bicycle out of it.

That one I heard from Germany, from the Nazi time (wants to assemble child carriage / gets a machine gun). Probably it has been retold in several forms.

Here is another joke from Germany. I think it is real:

Weiss Ferdl was a famous humorist in the Third Reich, who often got into trouble with the authorities. (Pressumably, they didn't quite dare to kill him, because he was very popular.)

On one occasion, Weiss Ferdl brings three pigs, and presents them to his public as follows: "This is Fräulein Mann, this is Frau Mann, and this is Herr Mann." [In reference to Hermann Göring, aviation minister, who was quite fat.]

As a punishment, he gets three weeks of concentration camp. When he gets back out, he brings the three pigs again, and presents them: "This is Fräulein Mann, this is Frau Mann, and this big pig is to blame that I was three weeks in the concentration camp."