This isn't strictly speaking a Jewish joke, but *I* think it's funny.
A priest, a minister, and a rabbi decide to go for a walk in the woods near town. They hike for a while and get rather hot and uncomfortable. Then they come upon a beautiful mountain lake. They look at each other, but have no reason to say anything. All three strip naked, and jump in the water.
Soon they are splashing and frolicking and having a good time. They get farther and farther from their clothes on the shore.
Suddenly one of them sees a group of ladies from the town hiking up over the rim of the hill. With horror they realize how far they are from their clothes, and further that there are ladies from all three men's congregations!
In a total panic, they race back to their clothes. The priest and the minister cover their genitals with their hands. The rabbi, however, covers his face with both hands.
They grab their clothes and hurry back behind a large fallen log to change.
"Hey," says the priest to the rabbi, "why did you cover your face, and not your privates?"
"Yeah," says the minister, "I wondered about that too."
"Well," says the Rabbi, "I don't know about the ladies in your churches. But the ladies in my synagogue would recognize ME by my FACE."