As retold by Bruce Lowitt

An American Jew visits a group of Chinese Jews and tells them he's also Jewish. One of them looks at him and says: "Funny, you don't look Jewish."

(Alternately, a man says to a fellow passenger on a train, "Are you Jewish?" The guy replies, "No." Several minutes pass and the first guy says, "Are you sure you're not Jewish?" The guy replies, "I'm positive. I'm not Jewish!" A few more minutes go by. "C'mon, you're Jewish, right?" 

To shut this guy up the other one says, "Okay, fine. I'm Jewish. Happy now?" And the first guy
says: "Funny, you don't look Jewish."