I have tried my best, I absolutely don't understand this joke. ( Found on language learning sites). And it puzzles me so much... I don't even grasp what can be laughed about, I'm just completely intrigued:
It's about a man, Japanese, or Russian according the case, learning English all his life. One day it comes to London. While wandering he reads on a newspaper, (or on a theater bill board): "Oklahoma Pronounced Success."
And he shoots himself (if Japanese), or err aimlessly drunk and arrested by police (if Russian).