“A guy walks into a bar…”  is a typical form of what has been called the “bar joke.” An aposiopesis version is:
 
“So, an aposiopesis walks into a——but I’d best not mention that here.”
 
The joke was posted on Twitter on December 1, 2011. The simple “An aposiopesis walks into a…” was posted in the newsgroup alt.usage.english on November 23, 2011/
 
       
Wikipedia: Aposiopesis
Aposiopesis (/ˌæpəsaɪ.əˈpiːsɪs/; Classical Greek: ἀποσιώπησις, “becoming silent”) is a figure of speech wherein a sentence is deliberately broken off and left unfinished, the ending to be supplied by the imagination, giving an impression of unwillingness or inability to continue. An example would be the threat “Get out, or else—!” This device often portrays its users as overcome with passion (fear, anger, excitement) or modesty. To mark the occurrence of aposiopesis with punctuation, an em dash (—) or an ellipsis (…) may be used.
   
Google Groups: alt.usage.english
Bar jokes
Jerry Friedman
11/23/11
An anacoluthon walks into a bar, is how this joke starts.
 
An aposiopesis walks into a…
 
Twitter
Lorax Of Sex
‏@LoraxOfSex
So, an aposiopesis walks into a——but I’d best not mention that here.
7:23 PM - 1 Dec 2011
 
Witty Profiles
(August 19, 2012 is the date that Google has, although it doesn’t appear on the page.—ed.)
Grammar Jokes
(...)
8. So, an aposiopesis walks into a——but I’d best not mention that here.
     
How-To-Learn-Any-Language.com
7 Jokes about Grammar & Punctuation
DaraghM
25 July 2014 at 12:26pm
An aposiopesis walks into a ..
   
The Free Dictionary
Grammar Walks Into a Bar
Audiendus
Posted: Sunday, August 16, 2015 9:17:09 AM
(...)
An aposiopesis walks into a — well, you know the sort of thing.