Nasrudin was carrying home a piece of liver and the recipe for liver pie. Suddenly a bird of prey swooped down and snatched the piece of meat from his hand. As the bird flew off, Nasrudin called after it, "Foolish bird! You have the liver, but what can you do with it without the recipe?"
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These are Sufi stories, specifically, all of them are allegorial religious teachings, in the shape of humorous anecdotes...
Nassiruddin is usually my first response to accusations of 'Muslims dont have a sense of humour' :-P