Two Priests, a Rabbi, and a Duck...?

Ok i watch Gilmore Girls a lot and they always talk about Two Priests, a Rabbi, and a Duck and i have no clue what it means! most people think it is "they walk into a bar and the bartender exclaims, 'You gotta be kidding me!'" well i know for a fact that that is not the joke i am looking for. lol if you know it(and i think its a dirty joke as well, but that's OK) please tell me! my friend and i have been looking for it EVERYWHERE and have yet to find it. thanks! :)