Well, that's a form of humor, sir.
4 seconds sound clip from the Good Morning, Vietnam movie soundboard.
You can hear this line at 00:45:45 in the Blu-ray version of the movie.
Quote context
[...]
- Tell them, James. Hurt them now. Ha, ha.
- Good God, help me. Work through it.
- Oh, sir, Walter Cronkite lives in New Jersey.
- Yes.
- Well, that's a form of humor, sir.
- I'll make sure he gets the message.
- We're pretty happy with him too, sir.
- Yes, I'm sure that wasn't Walter Cronkite.
[...]