I can't leave the subject of short jokes without sharing the shortest joke I have come across.
It's two words really.
And it's not an oxymoron. So nothing like "trustworthy politician" or "honest banker". It's more nuanced that that.
I first saw it on Fawlty Towers.
The idea as I recall is that we arrive on a scene where a guy is midway through the joke. I think he uses the following preamble for the two-word joke: "so she says..."
And the joke itself is:
"Pretentious? Moi?"
Genius. And two words is going to be hard to beat!