“A guy walks into a bar...” is a typical form of what has been called the “bar joke.” A ventriloquist version has been cited in print since at least 2013:

“A ventriloquist walks into a bar and a voice from the other side of the room says, ‘Ouch!’”

A different version was posted on Twitter by Darren Walsh Puns‏ on December 7, 2017:

“Ventriloquist walks into a bar.
Barman says, sorry we don’t serve dummys.
Dummy says ‘Thats not very nice’
Barman says ‘I didn’t say anything’”


Twitter
Stevie‏
@youknowigotsoul
A ventriloquist walks into a bar.  The guy beside him says ouch.  I’m here all week.
7:06 AM - 27 Aug 2013

Twitter
used2badj‏
@pw6596
Replying to @KopparbergUK
@KopparbergUK ventriloquist walks into a bar. Man next to him says ‘ouch’
11:38 AM - 20 Sep 2013 from Glasgow City, Scotland

Twitter
Gianni Bianco‏
@GianniBianco
Dad’s joke of the year:
A ventriloquist walks into a bar, man next to him says ‘ouch!’
5:55 AM - 1 Feb 2014

Google Books
3000 Jokes, 2997 Laughs
By Mike Haskins
London, UK: Portico
2017
Pg. ?:
A ventriloquist walks into a bar and a voice from the other side of the room says, ‘Ouch.’

Twitter
Darren Walsh Puns‏
@DarrenWalshPuns
Ventriloquist walks into a bar.
Barman says, sorry we don’t serve dummys.
Dummy says “Thats not very nice”
Barman says “I didn’t say anything”
10:15 AM - 7 Dec 2017

Twitter
MarkLee @BookMarkLee‏
@BookMarkLee
RT @DarrenWalshPuns: Ventriloquist walks into a bar.
Barman says, sorry we don’t serve dummys.
Dummy says “Thats not very nice”
Barman says “I didn’t say anything”
//Love it. Thanks Darren.
2:27 PM - 7 Dec 2017