A couple is walking in St. Petersburg Square on Christmas Eve. They feel a slight precipitation.
“I think it’s raining,” says the man.
“No, it’s snowing,” replies the woman.
“How about we ask this Communist officer here? He is always right!” exclaims the man. “Officer Rudolph, is it raining or snowing?”
“Definitely raining,” Officer Rudolph replies before walking off.
The man turns to his wife with a smile. “See? Rudolph the Red knows rain, dear.”
What pisses me off is the complexity of the context required to throw this pun so it made any sense.