These have been around FOREVER... But I amuse easily. I still find these funny and still occasionally try them just for a quick, cheap giggle.
I don't know how you'd go about trying these on a Windows PC, but if you're on a Mac, just open up Terminal (from your Applications/Utilities folder) and you can play along.
Note that the '%' prompt indicates the C shell, while the '$' prompt indicates the Bourne shell. Mac defaults to Bash ($) so to get the % prompt, just type: tcsh
Oh, and please feel free to append your own to this list. 
Code:
$ ar x God
ar: God does not exist
$ cat "door: paws too slippery"
cat: cannot open door: paws too slippery
$ cat "food in tin cans"
cat: cannot open food in tin cans
$ lost
lost: not found
$ make love
Make: Don't know how to make love. Stop.
$ make war
Make: Don't know how to make war. Stop.
$ rm God
rm: God nonexistent
% gotta light?
No match.
% mkdir yellow_pages; cat > yellow_pages
yellow_pages: Is a directory
% !1984
1984: Event not found. # (on some systems)
% rm meese-ethics
rm: meese-ethics nonexistent
% ar m God
ar: God does not exist
% "How would you rate George Bush's incompetence?
Unmatched ".
% [Where is Jimmy Hoffa?
Missing ].
% ^How did the sex change^ operation go?
Modifier failed.
% If I had a ( for every $ Congress spent, what would I have?
Too many ('s.
% sleep with me
bad character
% got a light?
No match.
% man: why did you get a divorce?
man:: Too many arguments.
% ^What is saccharine?
Bad substitute.
% %blow
%blow: No such job.
% \(-
(-: Command not found.
% sh
$ PATH=pretending! /usr/ucb/which sense
no sense in pretending!
$ drink <bottle; opener
bottle: cannot open
opener: not found
$ mkdir matter; cat >matter
matter: cannot create
What ->
>%touch me
>%chmod 000 me
>%touch me
>touch: cannot touch me: permission denied
Slightly enhanced version:
% cd /tmp
% touch this; chmod 000 this
% ln -s /usr/bin/touch U
% U this
U: cannot touch this: no write permission
$ ar x "my love life"
ar: my love life does not exist
$ ar x "matey, the treasure"
ar: matey, the tresure does not exist
$ talk Gorvachev@Kremlin
talk: Kremlin: Can't figure out network address.
$ talk Comrade Khruchev
[Your party is not logged on]
make "bottle open"
make "heads or tails of all this"
make love
make mistake
make sense
man woman
man -kisses dog
