This is actual spoken dialogue from the game, you type /silly and you're character says a joke.

"So a guy walks into a bar with a parrot on his shoulder and the bartender asks 'Hey, that's cool, where'd you get that, and the parrot says 'Durotar, they're all over the place'"-Miarkus, a human warrior

"I don't drink any more... of course, I don't drink any less either"-Timus, a dwarven hunter

"I have a great idea for a movie, it's called: Masters of the Bracelet, it's about a gnome who finds a mystical bracelet and has to find a way to get it destroyed, he is eventually accompanied by a creature called Golsum who previously owned the bracelet and is obsessed with it. It could be a three parter, the first would be called 'The brothership of the bracelet' the second would be called 'A couple o' towers' and it all gets summed up, in the final installment "HEY! The kings back."-Letrix, a human warrior.

There's more than this, but that's all I've heard so far. I found the last one paticularly funny as Warcraft is a blatant, and thrice admited, rip off of Lotr.

Hehe Blizzard has some entertaining qoutes if you click on units a lot. Some of the Warcraft 3 ones are quite funny. And then there's the marine swearing (bleeped out) in Starcraft. For more, theres an entire guide on this on Gamefaqs.