New York policemen have no sense of humor?

There, standing on the mat, were three policemen. From their remarks I gathered that certain bright spirits had been running a gambling establishment in the lower regions of the building - where, I think I told you, there is a saloon - and the Law was now about to clean up the place. Very cordially the honest fellows invited me to go with them. A conveyance, it seemed, waiting in the street without. I pointed out, even as you appear to have done, that sea-green pyjamas with old rose frogs were not the costume in which a Shropshire Psmith should be seen abroad in one of the world's greatest cities; but they assured me - more by their manner than their words - that my misgivings were out of place, so I yielded. These men, I told myself, have lived in New York longer than I. They know that is done and what is not done. I will bow to their views. So I went with them, and after a very pleasant and cosy little ride in the patrol waggon [sic], arrived at the police station.

(from Psmith Journalist, by Sir Pelham Wodehouse)

More HERE about policemen.