"A man walks into a bar" is one of the most famous joke introductions in English. Here, Alan gives the latest variation on this classic genre of American humor.
What's So Funny?
Customers in the U.S. may ask the bar or restaurant server to get them something "for the road." This means the patrons will be leaving soon and want food or beverage in preparation for leaving. (The expression "to hit the road" means to leave, to get going.) This is funny because the bar patron in the joke has a piece of road material (asphalt) with him when he enters the bar.