“A guy walks into a bar...” is a typical form of what has been called the “bar joke.” A conspiracy theorist version is:

“A conspiracy theorist walks into a bar… Or so the government would have us believe.”

The joke was posted on Twitter by Sickipedia_Feed on July 18, 2011, and originated on the Sickipedia website. 


Twitter
Andy Greenwood
@TheUKJoker
A conspiracy theorist walks into a bar - or so the government would have us believe…
4:25 AM · Jul 18, 2011·Twitter Web Client

Twitter
Sickipedia_Feed
@Sickipedia_Feed
A conspiracy theorist walks into a bar…
OR so the government would have us believe. http://bit.ly/pIQuKg
4:28 AM · Jul 18, 2011·twitterfeed

Twitter
funny humour
@funnyhumour
A conspiracy theorist walks into a bar… OR so the government would have us believe
1:05 PM · Jul 18, 2011·UberSocial for BlackBerry

Google Books
5,000 Great One Liners
Compiled by Grant Tucker
London, UK: Biteback Books
2012
Pg. ?:
A conspiracy theorist walks into a bar… Or so the government would have us believe. 

Twitter
Bob Kostic
@causticbob
A conspiracy theorist walks into a bar…
OR so the government would have us believe.
2:15 PM · Jan 17, 2015·Twitter Web Client

Twitter
Martin Williams
@Martin1Williams
A conspiracy theorist walks into a bar… or so the government would have you believe
3:27 AM · Oct 20, 2018·Twitter Web Client