This New York Times article on incoming press secretary Robert Gibbs has an amusing insight into the President-elect's sense of humor:
Obama called Gibbs “a very good friend of mine” who, like himself, is a “well-informed sports fan” and appreciates “gallows humor.” When I asked him for an example of this gallows humor, Obama demurred. “I’m not sure all of it is clean,” he said.
Obama: restoring dirty jokes to the White House.
-- A. Serwer