(Lack of) German sense of humour explained
While I disagree with some of it (I do like very little classic German humour and a only a few of the modern acts, most of which are actually stand up comedians), this article makes some very good points about the perceived lack of humour my compatriots are supposed to display (and the difficulties translators face).
ETA: The related articles at the bottom are quite interesting, too and some of the most accurate I've read about Germany recently.