Lobsters are sold live, and there is a joke about someone getting a live lobster. “Great! I’ll take him home to dinner!” the receiving person declares. “Oh no, don’t do that!” says the other. ‘He’s already had dinner. Take him to the movies.”
 
The lobster joke has been popular since it opened Walter Winchell’s syndicated newspaper column on December 7, 1945 and was published in The Reader’s Digest.
 
 
7 December 1945, Richmond (VA) Times-Dispatch, “On Broadway” by Walter Winchell, pg. 22, col. 1:
IN THE ASTOR the other night Romo Vincent got a big laugh telling pals about the drunk who zig-zagged into a bar and ordered a triple martini…After swallowing two of them he decided the bartender was his friend. Reaching into his coat pocket, he brought forth a live lobster and offered it to the bartender, who tried refusing it several times…Finally the bartender decided it woud be better to take the damn thing rather than argue about it.
 
“Okay,” he said, gripping the lobster, “I’ll take it home for dinner.”
 
“Oh no, don’t do that!” cried the lush. “He’s already had dinner—take him to the movies!”
   
Google Books
The Reader’s Digest
Volume 49
1946
Pg. 89:
A thirsty gentleman wandered into a corner saloon and ordered a dry Martini. He drank it with relish, and allowed as how it was the best darn Martini he had ever tasted. The barkeeper whipped up another, and the customer declared it was even better than the first. “Such genius deserves a reward,” he said. He reached into his pocket and produced a live lobster. “Here! Take this with my compliments,” he said. The barkeeper held the live crustacean gingerly at arm’s length. “Thanks,” he said dubiously. “I suppose I can take it home for dinner.” “No, no,” objected the customer. ““He’s already had his dinner. Take him to a movie.”
 
Google News Archive
27 March 1948, The New London Evening Day (New London, CT), “The Chatterbox,” pg. 8, col. 7
First Man: Thank you for taking care of my dog. I’m so grateful that I bought you a lobster.
Second Man: Thanks. I will take it home now for dinner.
First Man: Oh don’t do that, he already had dinner. Why don’t you take him to a movie?
—Bernard Schweld, 13.
   
Google News Archive
5 November 1949, Spartanburg (SC) Herald, pg. 1, col. 6:
A slightly intoxicated gentleman walked up to a bar and said to the bartender: “You have given me good service each time I have been here. I’d like to give you something.” Whereupon he pulled a live lobster from under his coat and presented it to the bartender.
 
The latter, very much pleased, said, “Thank you very much; I’ll take it home for dinner tonight.”
 
The drunk said, “Oh, no, he has already been to dinner. Take him to a movie.”
 
Google News Archive
26 July 1957, Milwaukee (WI) Sentinel, Buck Herzog column, pt. 2, pg. 12, col. 6:
TONY-THE-BARKEEP comes up with this jolly: A man arrived at his station with a box, containing a live lobster, ordered two martinis and drank one while the lobster drank the other. When Tony marveled at this, the customer said: “Okay, the lobster’s yours. I’ve had enough fun with him.” Tony thanked him and said, “I’ll take him home for dinner.” The man said: “No, he’s already had dinner. Why not take him to a movie instead?”
 
2 October 1969, The Evening Times ( (Trenton, NJ), “Stop Me If You’ve…” by Don MacLean, pg. 16, col. 1:
A friendly bartender gives a lobster to one of his customers and the customer says, “Thanks. I’ll take him home to dinner.” The bartender says, “Don’t do that. he’s already had his dinner. Take him to a movie.”
   
A Boat Against the Current
FRIDAY, APRIL 20, 2012
Movie Quote of the Day (‘Annie Hall,’ Facing a Lobster Crisis)
(...)
Annie (laughing): “I can’t! I can’t put him in the pot. I can’t put a live thing in hot water.”
Alvy (Overlapping)  “Gimme! Gimme! Let me do it! What-what’s he think we’re gonna do, take him to the movies?”—Annie Hall (1977), written by Woody Allen and Marshall Brickman, directed by Woody Allen