Dry humor, sometimes known as "deadpan" humor is a style of humor/fun where the humor is not immediately obvious at first and is usually used by someone who appears to be serious at the same time.
Occasionally the humor is apparent only when the conversation gets so ridiculous that others are forced to notice. It requires some work from the listener. Only a part of the joke is presented and the rest, you have to surmise. The challenge is to "get it" in the way it was intended.
It is sense of humor mainly relying upon sarcasm, timing, and wit. It can sometimes come across in a negative way, especially for others who enjoy different types of humor.
It is also known by other names like deadpan - a form of comic delivery in which humor is presented without a change in emotion or facial expression.
Many famous comedy television shows and comedians use this type of humor.