The first one is attributed by Allen to Truman Capote, and I must say that it does read funnier if one imagines it being told by Capote in his singular tone of voice.
A young man accepted a dinner invitation at a friend’s apartment on the nineteenth floor of a New York apartment house. While his hostess was in the kitchen, he played with her German shepherd. He threw the rubber bone several times and the dog fetched it. Then, throwing harder than he meant to, he threw the bone out the terrace door and over the railing.
Incredibly, the dog followed it and bounded over the railing to the street nineteen floors below.
Horrified, the young man began wondering what to say. When finally they sat down to dinner, he looked at the hostess and said, “Perhaps it’s my imagination, but your dog seemed rather depressed tonight…”
The second joke is far shorter and is far less grotesque:
“I won’t offer you a cocktail, Mr. Thompson,” said the lady of the house, “since you are the head of the Temperance League.”
“No, no. I am president of the Anti-Vice League,” Mr. Brown said.
“Oh. Well, I knew there was something I shouldn’t offer you,” the hostess replied.