It is not that understanding english jokes are that difficult to understand. it is always difficult to understand a joke in a language which you are learning or you know a little about. The truth is that if you want to understand a joke you have to know not only the language but also its culture, geography and the ethics of that society.

I think sometimes it's because of the cultural difference, sometimes it's because of the language barrier. And for some jokes, they are not funny anymore after they are translated.

A lot of them involve cultur or expected norms. A foreigner often gets confused with the language and never learns the joke. A good example is this joke: "Three guys wqlk into a bar. The fourth guy ducks." This probably doesn't make sense to you. In all honesty it took me a while to understand it. The reason it is funny is this, many jokes in America start with people walking into a bar (or pub but Americans never use that word). People begin to think you're talking about a drinking establishment. The next words usually confuse people. What actually happened was that 3 people walked into a low hanging piece of metal which can be called a bar. The fourth guy saw it and ducked underneath. The joke here is the expectation is twisted and people become confused. People learning our language couldn't understand that.

I don't think that they are difficult to understand. i suppose every language has its own peculiarities. I know for sure that some jokes in Russian can't be translated because of the "the play of words" we call it this way. To my mind your understanding of a joke depends on the kind of humor that you prefer. A person who adores the primitive physical jokes will never understand O'Henry. it is obvious, i suppose. By the way, i remember the so-called joke that made me think of it more than twenty minutes before I understood the humor. Two men met each other and chattered about their latest news. One said: My wife decided to have a holiday on an island. Another man reacted: Jamaica? and the first answered: no, she decided on her own. later i knew that the joke was a very famous one and everyone knew it. but personally I was astonished with the jibe.

Except for slapstick which everyone in the world can understand, even the British have a hard time understanding American jokes and vice versa!