This one's stolen.

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There's this cruise ship, out in the pacific with this magician. And this magician was really good at magic tricks and illusions. But the captain of the boat had a parrot, and he loved to bring the parrot to the shows, and the parrot would ruin every trick by going "it's in his hat! BRAAWWWK" "he put it up his sleeve! BRAAWWWK" etc. This went on for a while until one day the magician got fed up and threw his microphone at the bird. He missed, and accidentally started a fire. The boat exploded and the only two survivors were the magician and the parrot. The two of them were floating on a piece of driftwood, and then the parrot says:

"Alright I give up, where's the damn ship?"