A) NapKin
This joke makes more sense if you can see it in person, but we'll give it a shot, anyway. Use your imagination. Why do the ladies love Jesus? Because he was hung like this!
Unemployed
He finishes her drink EDIT: Apparently this is Conan's joke, so all credit goes to him. I just heard it from a friend of mine and I had no idea.
Because he was trying to catch up on his sleep!
A napkin.
NapKIN
He is asked why are you so crying Do you cry about your close relative -No, I am crying about the first husband of my wife.