Non-sequitur

It does not follow. Non-sequiturs are one of the most common type of joke. They rely on setting up an expectation and going in another direction. That shock and relief from the misdirection makes the funny.

Blue

Blue or risqué jokes are vulgar, dark, or morbid, and are often associated with non-sequiturs as they are often used for a shock value. Sometimes comedians are described as “blue” but it’s more useful to describe their jokes as blue. Not every single joke from a comedian is blue, although some say the failure to work clean or even one vulgar word or statement taints the entire set (and the comedian is therefore labelled as blue).

Hyperbolic

Hyperbolic jokes or exaggerations are about extremes to ridiculous proportions. It sparks an imagination of an absurd scenario that is funny, creates a caricature of reality, or mocks in a way that highlights some odd feature. The exaggeration is a game that the audience is in on.

Ironic 

Ironic jokes rely on mocking and the audience knowing it. There can be an underlying critique, like satire or parody, or it can be character-based or have some sort of message. It subverts expectation and breaks what is typical of reality.

Wordplay

Wordplay is another common joke form. It relies on colorful metaphors, analogies, or double-entendres. The classic pun, that relies on different meanings of a word, is a common example. Others rely on missing information, broken assumptions, or other linguistic play.

Self-deprecating

Self-deprecating jokes rely on the comic putting themselves down and embracing humiliation. But this builds a rapport with the audience. They are laughing with you because you humbled yourself and put yourself down. There is a connection with the audience built.

Esoteric

Esoteric jokes rely on some privileged knowledge or nuance. Part of the humor is that you are in the know and in the club and understand the joke. It can be pretentious or highbrow, but it can also be in virtue of a loyal fanbase. Fans of a particular comic can know certain things about that comic that others do not, like a good friend, and that itself can be funny.

Surreal

Surreal jokes or self-referential jokes transcend common sense or norms, and it is often absurd and outrageous. They can be difficult to execute because it is difficult to get the audience onboard. They can be meta or self-referential jokes (a “call back), or they can mock and break the traditional joke form and that itself can be funny.

Physical

Physical humor is the most natural form of humor. Children are primitively in tune with this form of humor and it relies on bodily gestures, volume, and facial expressions. It conveys and universal language and communicates a message to everybody. More sophisticated forms have nuanced expressions within contexts as a further form of communication or it can even create imagery through impressions or acting.