“A guy walks into a bar…” is a typical form of what has been called the “bar joke.” A joke involving an Oxford comma is:
 
“Jeff, a semicolon, and an Oxford comma walk into a bar. They both had a great time.”
 
The joke is that “Jeff, a semicolon,” means that Jeff is a semicolon, so only two individuals, not three, entered the bar. The joke was posted on Reddit—Jokes on July 1. 2016.
   
A lengthy, related joke, “An em-dash, a semi-colon and an Oxford comma walk into a bar…,” was printed in the comic strip Two Pedants on February 26, 2013. “An Oxford comma walks into a bar. Orders a gin, and tonic” is another related joke, from NeinQuarterly on July 30, 2013.
   
         
Wikipedia: Serial comma
In English language punctuation, a serial comma or series comma (also called an Oxford comma or a Harvard comma) is a comma placed immediately before the coordinating conjunction (usually and or or) in a series of three or more terms. For example, a list of three countries might be punctuated either as “France, Italy, and Spain” (with the serial comma), or as “France, Italy and Spain” (without the serial comma).
   
Twitter
Two Pedants
@twopedants
New TP: “An em-dash, a semi-colon and an Oxford comma walk into a bar…” “Seems unlikely.” http://www.twopedants.com/2013/02/oxford-comma-revisited.html …
1:21 PM - 26 Feb 2013
 
Reddit—Jokes
Jeff, a semicolon, and an Oxford comma go to a bar.
submitted July 1, 2016 by TheDankyDank
They both had a great time.
COMMENTS
ForgedBanana
I don’t get it.
 
totallytechie
Jeff is a semicolon
 
Reddit—Jokes   
Jeff, a semicolon, and an Oxford Comma walk into a bar.
submitted November 10, 2016 by TheDankyDank
They both had a great time.
 
Reddit—Jokes
Jeff, a semicolon, and an Oxford Comma walk into a bar.
submitted September 19, 2017 by TheDankyDank
They both had a great time.
COMMENTS
QW3RTYPOUNC3S
I looked up what an oxford comma is but I’m afraid I still don’t get it.
 
Imdead_inside
A word or phrase enclosed in two commas can act as an additional note about the subject in the sentence. As in, it’s extra information and the sentence would make sense without it. In this case, it’s a play on words in which Jeff is being identified as a semi colon. It’s a joke that shows why the Oxford comma could potentially cause confusion or change a sentence
   
Reddit—Dad Jokes
Jeff, a semicolon, and an Oxford Comma goes to a bar. (self.dadjokes)
submitted May 25, 2018 by porichoygupto
Both of them had a great time.
 
Reddit—Dad Jokes
Jeff, a semicolon, and an Oxford Comma goes to a bar… (self.dadjokes)
submitted May 29, 2018 by g6mrfixit
Both of them had a great time.