As retold by Bruce Lowitt

A priest, a minister, and a rabbi are playing playing poker when police raided the place.

An officer asks the priest, "Father, were you gambling?"

Turning his eyes to heaven, the priest whispers to himself, "Lord, forgive me for what I am about to do,' then tells the officer, "No."

The officer, then asks the minister, "Pastor, were you gambling." The  minister also appeals to heaven, then says, "I was not."

The officer then asks, "Rabbi, were you gambling?"

"With whom?"