Told by Stalin, no less, about a visit from a Georgian delegation:
They come, they talk to Stalin, and then they go, heading off down the Kremlin's corridors. Stalin starts looking for his pipe.
He can't find it. He calls in Beria, the dreaded head of his secret police.
"Go after the delegation, and find out which one took my pipe," he says. Beria scuttles off down the corridor. Five minutes later Stalin finds his pipe under a pile of papers.
He calls Beria-"Look, I've found my pipe."
"It's too late," Beria says, "half the delegation admitted they took your pipe, and the other half died during questioning."