That's exactly what I did!

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

Yankel was afraid to return home without a kopek to his name. His shrewish wife, he knew, would din a never-ending tirade into his ears until they ached. She had cautioned him against leaving their small town to seek his fortune in Moscow, but would he listen? No, not he! He had to be the big fortune-seeker with the big ideas!

Now, after spending a year in the metropolis, he realized that she had been right; he never should have left. Misfortune had confronted him on all sides, and at year's end, he was left with only one problem— how to save face before his wife.

"How can I return home without bringing any money at all?" pondered Yankel. "I must think of a logical excuse or I will never hear the end of it."

Just then he hit upon a brilliant idea. Reaching into his pocket he withdrew a large red handkerchief and tied it across his face so that only his eyes were visible.

The moment he opened the door to his house, his wife screamed: "Oy gevald! What happened to your face?"

"It was terrible!" moaned Yankel quite convincingly. "Just before I reached town I was held up by a band of Cossacks who ordered me to give them all my money or they would cut off my nose."

"Shlemeil!" wailed his wife. "What kind of life will you have without a nose! Why didn't you give them your money?"

"Sha! Sha! Don't carry on so," grinned Yankel, snatching off the red handkerchief. "That's exactly what I did!"