The sentence in your title contains a classical figure of speech commonly called zeugma (your other sentences are rather double entendre or simply ambiguous, as the others have mentioned).
See Wikipedia on zeugma and syllepsis; what Wikipedia calls syllepsis is usually simply called zeugma, as syllepsis is the most common significant application of zeugma in rhetoric and literature.
Zeugma (from the Greek: ζεῦγμα,
zeûgma, meaning "yoke") is a figure
of speech describing the joining of
two or more parts of a sentence with a
single common verb or noun. A zeugma
employs both ellipsis, the omission of
words which are easily understood, and
parallelism, the balance of several
words or phrases. The result is a
series of similar phrases joined or
yoked together by a common and implied
noun or verb.
Syllepsis, also known as semantic
zeugma, is a particular type of zeugma
in which the clauses disagree in
either meaning or grammar. The
governing word may change meaning with
respect to the other words it
modifies. This creates a semantic
incongruity that is often humorous.
Alternatively, a syllepsis may contain
a governing word or phrase that does
not agree grammatically with one or
more of its distributed terms. This is
an intentional construction in which
rules of grammar are bent for
See my answer to a similar question here: Books and other things with the same name .