
I had a colleague, a petite, very friendly, and eloquent older woman who regularly traveled to England for business. Shortly after 9/11, she checked in at London airport with colleagues as usual. She only had a handbag with her and, in a moment of humor, answered the question "Do you have any weapons with you?" with "Sure, a pump-action shotgun, in my handbag!" The result: Despite the officers' understanding and sympathy, the bureaucratic machinery kicked into gear – airport police -> handcuffs -> overnight stay in jail -> prisoner transport to court in the morning -> conviction and order to leave the country immediately. Everyone was understanding and sympathetic to the obvious misunderstanding. The problem: she was blacklisted by the airlines. Somehow, she managed to get home, and we had a good laugh, even though it wasn't really funny..
Since then, I don't make any jokes at security anymore, no matter what the other person does.