Rudolph Herzog said this quote

The historian Meike Wöhlert has analyzed and compared the judgments rendered by courts responsible for malicious acts of treason in five cities. Although her research only deals with registered cases and not unofficial ones, the results suggest that the telling of political jokes was a mass phenomenon beyond state control. In 61 percent of official cases, joke-tellers were let off with a warning, alcohol consumption often being cited as an extenuating circumstance. (People who had had one too many in bars were considered only partially responsible for their actions, and because most of the popular jokes that made it to court had been told in bars, the verdicts were accordingly lenient.)

~ Rudolph Herzog

The historical record contradicts the assumption that the Nazis sentenced large numbers of people to death during World War II for telling jokes. In the final phase of the Third Reich, some cases did receive capital sentences, but they were extreme exceptions to the rule. (We will return to them later.) The compilations of jokes that circulated in Germany after the war bore titles like Deadly Laughter and When Laughter Was Dangerous, but there is not much evidence that the jokes they contained were inevitably risky for the teller.

~ Rudolph Herzog

Finally, my watchers had to fess up. In embarrassed and genuinely polite tones, they said they had no other choice but to arrest me. Then they accompanied me to the prison across the way. As I entered, an extremely tall SS man leapt in front of me and asked: “Do you have any weapons?” “Why?” I responded. “Do I need any?

~ Rudolph Herzog

Comrades, we are going to try to cheer you up, and our sense of humor will help us in this endeavor, although the phrase gallows humor has never seemed so logical and appropriate. The external circumstances are exactly in our favor. We need only to take a look at the barbed wire fences, so high and full of electricity. Just like your expectations.And then there are the watchtowers that monitor our every move. The guards have machine guns. But machine guns won’t intimidate us, comrades. They just have barrels of guns, whereas we are going to have barrels of laughs.You may be surprised at how upbeat and cheerful we are. Well, comrades, there are goods reasons for this. It’s been a long time since we were in Berlin. But every time we appeared there, we felt very uneasy. We were afraid we’d get sent to the concentration camps. Now that fear is gone. We’re already here.

~ Rudolph Herzog