The following two are from the game "Oblivion":

"I'm Dar Jee - I'm a Khajiit in disguise, want to see me lick my BUTT? Ha-ha-ha... That one never gets old..."

"Why do Khajiit lick their butts? To get rid of the taste of Khajiit cooking..."

I thought it would be fun to think up some new ones -

How do you make a Khajiit purr? Sell it the stuff you stole from it at a BIG discount...

What is the difference between an Argonian and a Khajiit? Lizards do not lick their BUTTS.

How can I learn to speak Khajiit? Try licking your butt - it won't help but is just as useful...

How do Khajiiti get rid of hairballs? By killing another Khajiit...