In New Zealand they tell Australian jokes. Or Mauri jokes, or cocoanut jokes (Islanders from Somao, Fiji etc).
In Poland they tell Russian jokes.
In Latvia they tell Russian jokes.
In France Belgie jokes.
In the Black Country (UK industrial area north of Birmingham) They tell Enoch & Eli jokes which are at least locality-free, but not averse to telling Willenhall jokes in Wednesbury, and Wednesbury jokes in Humpshire. The latter is the familiar name for Willenhall where the local industry was lock mekkin'. The humps refer to the rounded shoulders of the lock makers, and the tale was that they had seats with alcoves in pub for the lock mekkers 'umps. I never saw any.

The classic description of Willenhall was that they put the pig on the wall to watch the band go by. A story I have heard about nearby villages in Yorkshire, and in the Forest of Dean.

We tend to compare ourselves with those we know, and that has to be geographically close in most cases. Us and Them.