My mom taught us this, and we taught our kids, and now we're teaching our grandkids. Yesterday, (I'm getting older), I couldn't think of the start. So glad I found this page. The way we do it is

Knock Knock
Who's there?
Grandpa
What do you want?
A glass of beer
Where's your money?
In my pocket.
Where's your pocket?
In my pants
Where are your pants?
I left them home
Where do you live?
across the street
What's your number?
Cucumber
GET OUT OF HERE, YA DRUNKEN BUM

Then we all laugh hysterically, thinking how inappropriate this is to teach kids. But we love it.