That's the title Thomas Laqueur gives to his review of Fritz Stern's Five Germanys I Have Known in London Review of Books (http://www.lrb.co.uk/v29/n11/laqu01_.html):
"There is a joke about a crowd of Germans pouring out of a tourist bus that has stopped in front of the Pearly Gates. They see two signs. One points to the left: ‘Heaven.’ The other points right: ‘Lectures about Heaven.’ The Germans all head to the right."
This joke needn't be about Germans, of course.