This article has some great 2500 year old jokes. Like this one:

Archelaus, asked by a talkative barber how he would like to be shaved, replied: “In silence.”

Oooh! Snap! Here’s another:

One day Aristippus asked Dionysius for money. “But,” said Dionysius, “I’ve always heard it said that a philosopher never has need of anything.” “We will discuss that point, Sire, but first give me some money,” Aristippus said. The request acceded to, the philosopher immediately ejaculated: “Now you see, Sire, I have need of nothing.”

A couple more:

There was a stranger in Sparta who prided himself on his skill in standing for a long time on one leg. One day when he was showing off his little trick, he called to a Spartan: “Hey! You can’t do this.” “No, but every goose can,” was the quick rejoinder.

Diogenes, when asked what was the most suitable hour for dining, said: “If you are rich, when you please; if you are poor, when you can.”

Oh, that Diogenes. He also had a routine he called “Seven dirty words you can’t say at the Parthenon,” but it’s been lost to the ages.

WHO WAS THE FIRST MAN — OR WOMAN — TO MAKE A JOKE? Some Familiar Specimens of Modern Humor Traced to Classic Greek and Roman Sources (PDF)

From September 3, 1911