They're each told that they need to give up one thing before entering. The Jew gives up money, the Italian gives up pizza, and the gay gives up anal. The first thing the Italian does is walk into a pizza place. Poof! He's gone. The Jew bends over to pick up a penny. Poof, poof! Can you guess why the gay guy is gone?
Answer: The gay guy does the thing when the Jew bends over.
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