"I'm gonna do the splits on your pillow!"

There are theories that being funny is a male display of intelligence and social and possibly physical fitness(though the latter in a particular way) towards women and other competing men.

Read a study(can't find that particular one online, but this is another study with a similar slant http://news.bbc.co.uk/2/hi/health/7153584.stm) which looked at a cross section of men in the general population of different ages and how they were perceived as funny or not. Younger males generally were funnier. Older males much less so in general and found similar things funny as women.

Funnier males were also socially more adept, had more friends and more sexual partners, than males not considered funny. Their free testosterone levels were higher and they were more socially competitive. Younger males in the company of women would "compete" with each other with humour.

So from that they concluded that obvious social humour in men was possibly an evolutionary thing selected by women that gave external indications of their reproductive fitness. Funnily of the professional stand ups they looked at the results were skewed. They tended to be less socially adept. Which was interesting. Tears of a clown etc.

So it looks like a balance. A bit funny and generally humourous was good, but too much or too consistently(professional funny men), while good for the group, was not so good for the individual.

I remember reading another article which suggested that the general subtle brain differences between the genders may be a reason too. Men tend to have more isolated brain hemispheres, so abstract humour tended to be more appealing to them than to women. Women tended to prefer social humour based in reality.

All that said I do know some very funny women and some seriously unfunny men. I would say that of the generally humorous types, the balance was more on the male side though.