I was just on the front page, reading a joke about a couple at the pearly gates and I started to wonder if any humor translates over from the ancient world. I'm aware of Aristophanes The Clouds, but that's it.
More to the point, were there 'pearly gate' type jokes about the afterlife?
This excerpt from my draft Introduction to Folklore may be of help for older forms of jokes in general:
The joke is a widespread genre with old roots. European peasantry told numskull stories and other humorous tales for centuries. Other traditional jokes make fun of wives or parsons. These stories appear in Aarne and Thompson’s Tale Type Index. Type 1365A, for example, describes a husband and wife who are arguing. The woman falls into a river and drowns. The husband looks for her body upstream, assuming that she will have drifted against the current because of her general disposition. Gender jokes appear to be some of the oldest representatives in this genre.
hi! you may be interested in the jokes collected this section of the FAQ (link on sidebar):
These aren't "jokes" per se, but you can see some examples of graffiti from Pompeii.
Unsurprisingly, it's pretty silly.
There are several other plays by Aristophanes as well. For quick quips, there's a collection dating to the 4th or 5th century CE called "Philogelos" (the laughter-lover); you can read some excerpts here.
I don't recall any jokes about the afterlife in Philogelos, but there are plenty in Aristophanes' Frogs (405 BCE).
You're in luck - the oldest preserved book of jokes is from ancient Greece and is called Philogelos. A translation of Philogelos is available online.
Example of an afterlife joke:
\109. A dunce hears that fair judgments are made in Hades. Since he has a case in court, he hangs himself.
This site has a collection of Greek and Roman jokes, some of which of which are pretty good.