Finish the joke! The only rule (beyond THE RULES) is that it must start with "a Marauder, a Cataphract, and a Caesar walk into a bar." Breaking the formula will result in anvils being dropped. Whining about the formula will result in crotch punches.
I'll start with a couple, but be warned, I recognize my own lack of humor. Would that others could be so honest...
A Marauder, a Cataphract, and a Caesar walk into a bar. All three make their piloting rolls, but the building still collapses.
A Marauder, a Cataphract, and a Caesar walk into a bar. THERE WAS A FIREFIGHT!
A Marauder, a Cataphract, and a Caesar walk into a bar, swung by an Atlas. They all get smashed. (BONUS PUN MODE.)
A Marauder, a Cataphract, and a Caesar walk into a bar. <MAIN JOKE BODY REDACTED> They call their act "the Aristocrats." (Just to get this one out of the way.)
A Marauder, a Cataphract, and a Caesar walk into a bar. Victor Steiner-Davion walks under it.