It’s not an especially funny joke, but it seems to be a reference to Irish emigrants; the implication being that they spend a lot of time talking about returning to Ireland, but never actually do (in contrast to a boomerang, which supposedly always returns). read more
Concerning bagpipes: The Irish invented them and gave them to the Scots as a joke, and the Scots haven't seen the joke yet. Back to the top Paddy was picked up on a rape charge. read more
Irish culture having an affinity for song, verse and a certain amount of sentimentality, immigrants developed a tradition of songs that eulogized that which they'd left behind and would never see again. read more