According to Prairie Home Companion, the joke goes:

A Panda Bear walks into a bar and sits at a table. The bartender calls over to him, "Whaddya want?" The Panda requests a sandwich. A few minutes later, the bartender brings a plate over with a sandwich on it and returns to his duties behind the bar. The Panda eats the sandwich, blots his mouth with a napkin, stands up and pulls a handgun, shoots the bartender in the shoulder, and runs out into the street--followed closely by a regular patron, who shouts after him, "Why???!!"
The Panda turns and says, "What?"
"Why??!! Why did you do this??!" responds the bar patron.
"I'm a Panda. Look it up."
"What?"
"I'm a Panda. Look it up." And the Panda departs hurriedly.
The bar patron goes back into the bar, goes behind the counter, and reaches for one of the series of the encyclopedias kept on a reference shelf behind the bar. (There are a number of such reference books kept in bars in the U. S., to settle sports bets and historical questions which might otherwise come to physical contests between some patrons.) He finds an entry for the Giant Panda: "A mammalian living in the mountains of China; subsists on bamboo; eats, shoots and leaves."
More or less, that's how it goes. Misplaced comma. Proofreading error. See?                   Tw