Steve Gillette has one that, so far as I know, isn't on record. Can't give it to you as the lyric, but the joke goes something like:

Most people only think they know the first words Neal Armstrong said when he stepped on the moon. Just before the "giant step" line, he turned off the outside broadcast and said, "This one's for you, Mr. O'Reilly. Those who heard it asked about it later, and he explained.

As a boy, his family lived next door to the O'Reillys. One day he was playing softball with friends in his yard. The ball landed just under a window of the O'Reilly house. Just as Neal stooped to pick it up, he heard Mrs. O'Reilly's angry voice saying, "You want me to do WHAT? ... I'll do that when the kid next door walks on the moon...