I used to work with a bunch of math PhDs, many from the former USSR. Their jokes were... I'd describe as black comedy.
Here's one I remember:
Stalin was giving a speech in a large auditorium. During his speech, somebody sneezed. Interrupted, Stalin asked, "who sneezed?". Silence in the auditorium. Stalin says and motions with his finger pointing with a wave at the row of seated audience, "first row, execute". Then he continues his speech. Again, somebody sneezed, and Stalin stops and asks "who sneezed?". No sound at all in the great auditorium. Stalins motions with his hand waving across the row, "second row, execute". Again, he continues his speech; and again, somebody sneezed. Stalin stops and once more asks "who sneezed?" A man stands up in the back and with a meek voice finally said, "I am sorry, I sneezed." Stalin said, "geuntheit" and continued the speech.
Here's one I remember:
Stalin was giving a speech in a large auditorium. During his speech, somebody sneezed. Interrupted, Stalin asked, "who sneezed?". Silence in the auditorium. Stalin says and motions with his finger pointing with a wave at the row of seated audience, "first row, execute". Then he continues his speech. Again, somebody sneezed, and Stalin stops and asks "who sneezed?". No sound at all in the great auditorium. Stalins motions with his hand waving across the row, "second row, execute". Again, he continues his speech; and again, somebody sneezed. Stalin stops and once more asks "who sneezed?" A man stands up in the back and with a meek voice finally said, "I am sorry, I sneezed." Stalin said, "geuntheit" and continued the speech.