I enjoy most jokes about religion that do not make a person or a class of person an undeserving butt of their humour, and making jokes about religion can be a valid form of criticism of a religion or its religio-political ideology anyway. For example, in art, and though I dislike them both, that could include the awful but thought-provoking (I think) "Madonna in a condom" and the disgusting "Piss Christ", both of which could also be taken as a sobering comment on the artists who created them, and on the cultures from whence they came and which might encourage such works. ("By their fruits ye shall know them".)
Generally speaking, if people of religious belief cannot take such criticism - implicit or explicit - then tough luck - at least whilst we still have some freedom of speech. (Though I am not a religious person, I personally stopped going to the New Zealand museum after they displayed the abovementioned "art". This was my personal protest, as I felt that they were just going too far. So I voted with my feet.)
Below are three of my favourites humorous "religious" cartoons - an example of self-deprecating humour (as is a lot of Jewish humour) per example(a) below, and of humorous comparisons of multi-faith ideological contradictions/hypocrisy, per examples (b) + (c) - or simple stupidity per example (d).Example (a) - Comfortable:
The prosperous Jewish businessman was crossing the road one day, and failed to see an oncoming motor-car, which braked but could not stop in time before it hit him. As he was lying on the ground, dazed and in pain, somebody yelled "I'll call for an ambulance!", and a worried woman knelt down beside him and gently cradled his head in her arms.
"You poor man," she said consolingly, "are you comfortable?"
"I get by." he managed to croak back to her.
______________________________Example (b) - Jesus and Mohammed in a famous English pub(s):Example (c) - Non-violent jihadist:Example (d) - apology for slur: