My favorite along this line, told in the first person reporting on the situation but

He was struggling through a joint paper and could not see why a certain jump of "obvious" logic was present so he wrote one of the authors.  Response:
That portion of the paper was written by the other author and I can't see why it's true, either.  Unfortunately, he has died so now only God knows.
Wayne

At 09:29 AM 2/16/2013, Joe Niederberger wrote:
GS Chandy writes:
>Indeed, it has lost punch. Unless it was a poor joke to begin with.

Oh, I kinda liked it, pretty good for math jokes.

Here's one:
A mathematics professor was lecturing
to a class of students. As he wrote something
on the board, he said to the class
“Of course, this is immediately obvious.”
Upon seeing the blank stares of the students,
he turned back to contemplate
what he had just written. He began to
pace back and forth, deep in thought.
After about 10 minutes, just as the silence
was beginning to become uncomfortable,
he brightened, turned to the
class and said, “Yes, it IS obvious.”

More here:
http://www.ams.org/notices/200501/fea-dundes.pdf

Cheers,
Joe N