Joke

There is a website devoted to the "Spenser" novels by the American author Robert B. Parker. Spenser is described as "the most attractive and resourceful private investigator since Raymond Chandler’s Philip Marlowe" but for Los Angeles read Boston.
The site was created by Mike Loux many years ago and has been carried on by Bob Ames since 1999. It is vast in scope and includes an Annotated Gumshoe section in which the devoted authors have attempted to locate the source of every allusion—and there are a huge number—in the books.
There was one which they were unable to identify and for ten years they have been inviting visitors to the site to provide them with the answer; the reference occurs in three of the books and is clearly the punch line of a joke—but what was the joke? I haven't read any of the books but when I came across the website I realised that I actually knew the joke and was very happy to end their search. This is it.