u/Aromatic_Advance_431

In the I Love Lucy episode “Inferiority Complex“ (https://ultimateilovelucy.fandom.com/wiki/The_Inferiority_Complex) Fred Mertz keeps trying to tell a joke that Ethel objects to on the grounds that it’s “not for polite company”… He begins it each time with “A fat man walks into a Turkish Bath…” and then gets interrupted.

I’ve tried googling it, to no avail. Anyone ever heard the rest of this joke?