As told by Leo McGarry to Josh Lyman, on The West Wing:

This guy’s walking down the street when he falls in a hole. The walls are so steep he can’t get out.

A doctor passes by and the guy shouts up, ‘Hey you. Can you help me out?’ The doctor writes a prescription, throws it down in the hole and moves on.

“Then a priest comes along and the guy shouts up, ‘Father, I’m down in this hole can you help me out?’ The priest writes out a prayer, throws it down in the hole and moves on.

“Then a friend walks by. ‘Hey, Joe, it’s me can you help me out?’ And the friend jumps in the hole. Our guy says, ‘Are you stupid? Now we’re both down here.’ The friend says, ‘Yeah, but I’ve been down here before and I know the way out.’