These are all taken from here. A lot of these don't seem to work on newer shells, but they're still possible to laugh at.
% make fire
Make: Don't know how to make fire. Stop.
% why not?
% gotta light?
1984: Event not found. # (on some systems)
% How's my lovemaking?
% "How would you rate Bush's incompetence?
% [Where is Jimmy Hoffa?
% [Where is my brain?
% ^How did the sex change^ operation go?
% If I had a ( for every $ Congress spent, what would I have?
Too many ('s.
% man: why did you get a divorce?
man:: Too many arguments.
%blow: No such job.
(-: Command not found.
$ PATH=pretending! /usr/ucb/which sense
no sense in pretending!
$ mkdir matter; cat >matter
matter: cannot create
% cd /tmp
% touch this; chmod 000 this
% ln -s /usr/bin/touch U
% U this
U: cannot touch this: no write permission
% rm meese-ethics
rm: meese-ethics nonexistent
% ar m God
ar: God does not exist
% make love
Make: Don't know how to make love. Stop.
Supposedly on older Sun's make will also tell you
Make: Don't know how to make love. How about war instead?
% sleep with me
% ^What is saccharine?
% drink yellow_pages
yellow_pages: Is a directory
%chmod 000 me
touch: cannot touch me: permission denied
% ar x "my love life"
ar: my love life does not exist
% ar x "matey, the treasure"
ar: matey, the treasure does not exist
% talk Gorvachev@Kremlin
talk: Kremlin: Can't figure out network address.
% talk Comrade Khruchev
[Your party is not logged on]