A real piece of Gallows Humour concerns Michael Curry, who, in September 1739, was hung in Newcastle for the murder of the landlord of The Three Horse Shoes in Northumberland. His body was then gibbeted at the coast within sight of his crime at a place known to this day as Curry's Point. A blue plaque records the events - (see Here).

A local folktale records that two travellers were making their way from Blyth to Shields by an intermittent moonlight one stormy night later that same autumn. As the road takes them near the place where the rotting corpse hangs, their talk, quite naturally, turns to Curry.
'A bad night even for a corpse,' says one.
'And I don't suppose he'll be getting much by the company,' said the other.
'Unless you go and ask him how he's doing,' says one.
'I'll do it for a guinea,' says the other.
So off the goes, taking the long road round as indicated by his friend, who, being a local man, takes the shorter route across the moor, where he shins up the gallows and waits for his companion, all the while trying not to be overly concerned by the presence of the stinking corpse swinging beneath him.
After a while, up comes the other.
'How are doing there, Curry?' he asks, holding up his lanthorn to illuminate the grisly scene.
And, to his horror, back comes the reply: 'Fine, lad, fine - though it's gey cowld hingin here wi thi storm comin on. You wadn't be gi'en us a len' o yer clout wad ye?'
Needless to say the hapless traveller took to his heels and didn't stop running until he reached their lodging in Shields, where, of course, he was surprised to find his companion, who'd arrived some time before him, equally as white as a winding sheet, fortifying body and soul with a drop of the finest the house had to offer.

In some versions of the story the supernatural element is removed, but, as a kid I always preferred this one.

For another element to this see:

http://www.mudcat.org/thread.cfm?threadid=52123&messages=37#2244288