I guess you're right. I'm afraid the joke's on us.

5 seconds sound clip from the Meet John Doe (1941) movie soundboard.

You can hear this line at 01:55:38 in the DVD version of the movie.

Quote context

[...]

- That's crazy. It's 14 floors.

- It's as far as the elevator goes. We gotta walk up to the tower.

- That tramp's probably full of Christmas cheer and asleep in some flophouse. Let's go. I've got to decorate my tree.

- Well, I give up.

- I don't know what gave us the idea that he'd attempt anything like this.

- I guess you're right. I'm afraid the joke's on us.

- Let's go. I hope nobody finds out we've been here.

- I wouldn't do that if I were you, John...

- It'll do you no good.

- The Mayor has police downstairs with instructions to remove all marks of identification you may have on your person.

[...]