This tale is from “Goatboy’s Funny List” [goatboy@goatboy.net]. Stan Kegel published it on the groaners listserv. It sticks in my memory as being pretty old.

This guy walks into a psychiatrist’s office with a concerned look on his face. “Doc,” he says, “I’m worried. It’s that dream. I’m having it, again.” “What dream?” asked the shrink, not really paying attention. “You know,” says the man, “the one where I’m into sadism, bestiality, and necrophilia. Should I be worried, or am I just beating a dead horse?”