This is the worst one I've ever heard:

"A mental hospital in northern California's facilities were deemed to be obsolete, so it was closed down.

The inmates/patients were loaded into an airplane to be taken to a more up-to-date facility in the southern part of the state.

Halfway through the flight, engine trouble developed, the plane went down, and the pilot and co-pilot were killed."

End of story. Then the listener almost always asks, "What about the patients?"

"Oh, they were OK - they were bats!"