This thread has drifted far from the original call for musician's jokes and stories. Here are a few jokes I remember:

James Keelaghan, back when the Global Financial Crisis was making mincemeat out of people's retirement plans, explaining why it didn't affect him: "I'm a folksinger – my retirement plan is death."

Colum Sands, on the strangest request he ever got from an audience member: "Sing the one about the woman with the hairy tongue!" He couldn't for the life of him figure out what the person wanted, until she sang him a few bars: "Her hairy tongue over her shou-ou-lder, tied up in a black velvet band."

Ed Miller's introduction to a tune: "This was written in 1916, but I play it in 4/4 because it's much easier."

I know a lot of musicians have made this joke, but I first heard it from Jason Roweth, on the guarantee that came with buying his latest CD: "If you don't like it, send it back to us, and we'll send you two that we don't like."