Alan Moore and Brian Bolland's The Killing Joke is a classic. It's not the type of classic that hails itself as groundbreaking but bores new readers to tears, or requires so much translation into modern language that one needs to read it several times to understand - although I recommend reading it as many times as possible, anyway. It's a classic because it's short, it's simple, and it's just that good.
TKJ is about the history of The Joker: how he became who he is, why he acts the way he does, and the beginning of his relationship with Batman. It also involves one of his more brutal attempts to get Batman to snap, by going after Jim and Barbara Gordon with everything he has. And yes, he tells a great joke at the end.