Vinnie and a friend were driving somewhere on Long Island (NY).

Vinnie and a friend were driving somewhere on Long Island (NY). They came to
an intersection where they wanted to make a left turn. Unfortunately, there
was a "No Left Turn" sign at the intersection. Looking around and seeing
none of the local constabulary, they decided to go for it anyway. Well, as
it always seems to happen, two of the local police were in fact nearby in
their cruiser, and they proceeded to stop our heroes. This exchange
followed.
Cop: Could I see your license and registration, please?
(Vinnie produces L&R)
Cop: Do you know why I stopped you.
Vinnie (in thick fake Italian accent): No, officer.
Cop: You made an illegal left turn at that intersection.
Vinnie: No! I want to make a right turn at that-a corner, but the sign,
she say No! Left turn!
Cop (staring in disbelief): Wait right here.
Cop goes back to cruiser, returns with his partner.
Cop: Tell him what you just told me.
Vinnie repeats preposterous line, with preposterous accent, somehow
keeping straight face.
Cop (watching his parther howling in laughter): Go on, get out of here!