Chad Orzel had an interesting post about how physicists' way of doing mathematics can be a pain to mathematicians. And what does he get in the comments section? Tons of jokes at the expense of mathematicians. Here's a meta-joke posted by Aaron Bergman (who points to this compendium of science jokes as its source):
An engineer, a physicist and a mathematician find themselves in an anecdote, indeed an anecdote quite similar to many that you have no doubt already heard. After some observations and rough calculations the engineer realizes the situation and starts laughing. A few minutes later the physicist understands too and chuckles to himself happily as he now has enough experimental evidence to publish a paper.
This leaves the mathematician somewhat perplexed, as he had observed right away that he was the subject of an anecdote, and deduced quite rapidly the presence of humor from similar anecdotes, but considers this anecdote to be too trivial a corollary to be significant, let alone funny.
Later, Chad wonders about jokes about physicists, and he gets some of those as well from his readers. Here is a geeky one (but not (quite) about physicists) from someone who signed in as ThePolynomial:
Two fermions walk into a bar.
The bartender asks, "So, what'll it be."
The first one says, "I'll have a gin and tonic."
The second one replies, "Dammit, that's what I wanted!"
One of my all time favourites is the one about psychologists.
"How many psychologists does it take to change a lightbulb?"
"Just one, but the lightbulb must want to change."