There was a costume party at a mental hospital...

There was a costume party at a mental hospital; the theme of the party was "war".

The first person comes up onto the stage and says, "I'm an atomic bomb." He gets his applause and steps down.

The second person comes up and says, "I'm a hydrogen bomb." Again, there's applause and he steps down.

And then a naked little man comes up to the stage and says, "I'm dynamite."

Everybody runs away hysterically. When one of them is asked why, he says, "Didn't you see how small his fuse was?"