The author is not known. It is from: Syman Says! on the groaners listserv.

A visitor came to Israel and saw the ‘Western Wall.’ Not being too versed in religious aspects, he inquired of another tourist about the significance of the wall.

The other tourist explained, “This is a sacred wall. If you pray here, God will hear you.”

The visitor walked close to the wall and started to pray. “Dear Lord,” he said. “Bring sunshine and warmth to this beautiful land.”

A commanding voice answered, “I will, my son.”

The visitor said, “Bring prosperity to this land.”

“I will, my son.”

“Let Jews and Arabs live together in peace, dear Lord.”

The voice answered, “You’re talking to a wall.”