I'm a civil servant working in Cheltenham

Don't be daft, of course I'm not.  Cheltenham is a town in Gloucestershire, England, and the home of Government Communications Headquarters, also known as GCHQ.  Their website is titled "GCHQ: British Intelligence."  In other words, saying you're a civil servant working in Cheltenham is tantamount to saying "I work for British Intelligence" or "I may or may not be a secret agent."

From their website front page:

In business, knowledge is power. For GCHQ it's vastly more important. Knowledge ensures our nation's security, economic well-being and protection against serious crime. From our predecessor's code breaking triumphs in World War 2 to providing intelligence in today's climate of regional instabilities - GCHQ has a history of employing the brightest and best. The most analytical, lateral minds, working on more challenging, rewarding - and important - tasks than are available virtually anywhere else.

Saying "I'm a civil servant working in Cheltenham" is almost a national in joke, and I was wondering what other national in jokes are out there.  Not just British ones, but American ones, Icelandic ones, Australian ones, Canadian ones.  Please tell, promise I can keep a secret.