Standard disclaimer: I'm Norwegian, not Texan. Possibly my favourite "joke" of all time is a line of dialogue that my grandfather recited on a few occasions, and I'm actually not sure if it was something that really happened, but
A man thinks he recognizes another man on the street, walks up to him, looks him in the face and says
-You know, it's funny - at first I thought it was you, then I thought it was your brother, but now I can see that's neither of you.
That always encapsulated my grandfather's sense of humour to me - really deadpan, but with enough of a cadence to make the telling hilarious - as well as a certain regional flavour of humour that I identify very much with "my" part of Norway. As I've bragged about before, I am from Trondheim, as immortalised in the "Trondheim Hammer Dance" in the Monty Python sketch of a different name.
On the other hand, I was sure the "you fuck one sheep..." joke was a local invention, so what do I know? I first heard that from a guy in my class who told it so expertly, I was sure it must've originated in the same reactionary swamp as his family. He's a policeman now.