A boy wanted to take a shower with his dad. His dad said “okay, but don’t look down.” Then in the shower he looked down and said “Daddy, what’s that?” HIs dad said “That’s a train.” Then he asked his mom if he could take a shower with her. She said “okay, but don’t look up or down.” He looked up in the shower and said “Mommy, what are those?” She said “those are headlights.” He looked down and said “mommy, what’s that?” she said “that’s a tunnel.” That night, he looked into his parents’ room and said “mommy! Turn the headlights on! The train is going into the tunnel!
I heard this in the late 80s/early 90s. Kids are still telling it, and have been since at least the early 1970s, according to Bronner’s book (at the right), as well as the Knapp’s book (also in the sidebar). I guess it’s sort of a rite of passage for kids newly aware of the “facts of life.” TONS of variations (“the snake is in the grass,” etc).