Since I wasn't sure whether it's meant literally or if I'm missing some context, I decided to do a web search with this joke as a query, and was rewarded with a recording of it (apparently) playing out in real life:

https://old.reddit.com/r/gamegrumps/comments/9kgeqg/a_horse_...

A priest, a rabbi and a minister walk into a bar.

The bartender say, “What is this, a joke or something?”

Thank you for posting a joke to HN. Thank you for making me laugh today.

This has to be my favorite version I've ever heard.