underworld
Explanation
The Joke
A man dramatically declares that his beloved Sally Jenkins can't be dead, and he will journey beyond this world, into the bowels of Hell itself, to find her. He makes a heroic descent — passing through fire, caverns, and darkness — until he encounters a demon and asks, "Hey, have you seen Sally Jenkins?" The demon says he'll check the log and offers a ride on a giant bat-like creature. After arriving, Sally indignantly asks, "So you just ASSUMED I was in Hell?" The man sheepishly replies, "Oh, like you're not even a LITTLE surprised?"
The Humor
The comic plays on the classic mythological trope of descending into the underworld to rescue a lost love (like Orpheus and Eurydice). The heroic setup is undercut by the mundane bureaucracy of Hell — checking a log, offering a ride — making it feel more like a visit to the DMV than an epic quest. But the real punchline is the social faux pas: by going to Hell to find her, the man has implicitly assumed his beloved was damned. Sally's outrage at this assumption flips the romantic gesture into an insult, and his retort ("like you're not even a little surprised?") makes it even worse by suggesting he had good reason to look there first.