Instead of tying up the dogs they tie down the sticks!

From The Encyclopedia of Jewish Humor by Henry D. Spalding.

It was in the dead of winter when a young Polish Jew crossed the border into Russia, seeking asylum from one of the many pogroms in that area. The thermometer read twenty below zero, and he was looking for a place to warm his bones when he was attacked by a huge Russian wolfhound. He stopped to grab a stick with which to defend himself. But it was frozen solid in the ground.

"What kind of a stupid country is this!" he cried. "Instead of tying up the dogs they tie down the sticks!"