[Evgeny]

Once you've been in the military, the circus isn't funny anymore.

Now that I read it in translation, I can see the second meaning. What I thought originally:

- You get so dumb after being in the military, you cannot appreciate that circus is funny anymore.

Another possibility:

- Military is so ridiculous, circus is not funny at all in comparison.

[TheLarch]

I presume you speak Russian then? If so did you learn anything about the quotation? I Googled it just now and found... this page.

The best jokes defy explanation to some degree. A good example: the de facto definition of 'chutzpah' is, "To kill your parents and then ask the judge for clemency because you're an orphan." Not only is it funny, it's also the best available definition.