A Cubs fan, a Red Sox fan and a Yankees fan are walking in the park and come across the body of a nude woman killed the previous night. They think it is horrible the poor deceased woman is exposed like that so the Cubs fan takes off his cap and covers her left breast. Following suit the Red Sox fan puts his hat over the other breast and the Yankees fan covers her pubic area with his. Then they call the police.

When the detective arrives he has them stand "over there" and begins the investigation. He lifts the Cubs cap, puts it back and writes some notes. Then he does the same with the Red Sox cap. When he lifts the Yankees hat, he looks, scratches his head and puts it down. Lifts it again, looks some more, and puts it down looking even more puzzled.

One of the other detectives asks what's wrong. The chief detective says he just can't make sense of it; "Every other time I've seen a Yankees hat, there's been an asshole under it."

Edit: typos and to add "If you know who Gershon Legman is, you already know this joke.