Montagu Butler's Step by Step in Esperanto, available from the Esperanto Ligo por NordAmeriko, is an excellent source of jokes and riddles and wordplay, even if it is a textbook! Some may find his humor sexist (though he pokes fun at men and women fairly equally) and racist (though I didn't really find much evidence of that (though he does poke Irish (hey, I'm part Irish!) and Scots a bit (but that's not really racist, is it? nationalist maybe?))), but there's a lot of good stuff in there!
Ŝercante kun miaj gefiloj, mi ofte respondas al furzoj per la
vortoj "Dio benu vin".
Iam, sidante en publika necesejo, mi aŭdis grandegan furzon en
la najbara budo.
Tuj mi aŭtomate, senpense, diris "Dio benu vin". Ups!
Post kelkaj sekundoj da silento, el la najbara budo venis respondo...
"Mmmmm... aaaa... Nu... dankon".