I had a wonderful girlfriend from New York city, Zelda, but she’s always complaining about something. She’s a wonderful girl, but one morning she wakes up and goes, ‘Oy vey! Oy vey!’ And I go, ‘Zelda, what’s wrong?’ And she says, ‘How am I supposed to know yet, I’m just waking up!
This is said in a Jewish accent–it’s because Jews always complain.
Actually, Jews do complain (at least form my experience). It’s a cultural thing– even Passover is basically long nights complaining about the Egyptians. It’s a way of separating oneself from this part of Jewish culture– diverging from the ‘complainers’, so to speak, and showing the rest of the world that you’re in on the joke.