Lights up.  DEATH and a CORPSE are standing on stage, DEATH is dressed up in the usual gear.
CORPSE: Who are you?
DEATH: I'm the inevitable part of life.
CORPSE: Taxes?
DEATH: I'm the one who takes people from this world.
CORPSE: ...NASA?
DEATH: Think smaller, more evil.
CORPSE: Richard Branson?
DEATH: I am the end of times, Death, one of The Four Horseman of the Apocalypse.
CORPSE: Horse?
DEATH: Yes, Death rides a horse.
CORPSE: Bit old fashioned, isn't it?
DEATH: What?
CORPSE: (With admiration) War rides a motorcycle.
DEATH: War?
CORPSE: He's so cool.
DEATH: I'm cool!
CORPSE: Yeah, like a morgue.
Pause.
CORPSE: No you're not cool.
DEATH: I can rap.
CORPSE: Please don't.
DEATH: But I can!
CORPSE: Don't.
DEATH: Look at me!  Of course I'm cool! I wear a robe!  I carry a scythe!
CORPSE: You look like a 13th century farmer... who is also a wizard.
DEATH: I don't care, cool or not, you have to come with me.
CORPSE:  Where are we going?
DEATH: To the underworld.
CORPSE:  Melbourne?
DEATH:  The abode of the living dead.
CORPSE:  Adelaide?
DEATH:  Where wicked men and women endure endless torture.
CORPSE:  The arts revue?
DEATH: Exactly.
Lights down.

Alternate Punchlines:
Canberra
Something topical (TBC)