Idioms and Expressions: “Take my wife – please!”
The expression “take my wife” can have two meanings. One meaning is “consider my wife” or “take my wife as an example of what I’m talking about.” We sometimes use this expression to give the person we’re talking to an example of the idea we are discussing. For example: “I think everybody is afraid of something. Take my wife. She’s afraid of the dark and still sleeps with the light on.”
The other meaning of “take my wife” is “take her away from me,” something we would say with something you don’t want anymore. Henny is saying, “I don’t want my wife anymore. Please take her from me!” The joke is funny because you don’t know which meaning Henny is using until the last word, “please.” You would only say “please” if you were using the second meaning (take my wife away from me), which of course is the funnier one.