Well, I have a close IXTJ friend, who I think leans heavily towards INTJ, who is actually well-known in our ~social circle for his improvisational acting skills. He's also funny in general, but if you don't know him it'd be easy to think he wasn't joking. That's when people get offended and/or believe lies (jokes) he tells about himself... Or, alternately, people can't tell when he's being serious. so he can tell you something really personal that's actually true, and pass it off as a joke. He's a really good actor, but can be extremely awkward. I think being together somehow multiplies our awkwardness around people we don't know that well.
Most of our conversations go something like this...
Me: You have friends besides me?
Him:No. They're more like compensated acquaintances.
And by compensated acquaintances, I mean hookers.
Me: I hate how when I'm trying to loiter in a bookstore the people who work there always bother me. Specifically, a man with a long ponytail, a receding hairline, and an obnoxious Hawaiian shirt. He always seems to be wearing one...
him: You seem like the kind of person to loiter around bookstores. And if they wear Hawaiian shirts and ponytails they automatically give up the right to authority. Report him to the manager.
Me: He is the manager.
Him: Then he is defunct as a manger. Report him to the police.
and on facebook: Thank you for commenting on me getting hacked. I'm glad we're good friends.
...maybe we just have a similar, odd sense of humor.
But anyway, hopefully this is a good example of INTJ humor. Hopefully my INTPness isn't too distracting.