These are all taken from here. A lot of these don't seem to work on newer shells, but they're still possible to laugh at.
 % make fire
 Make: Don't know how to make fire. Stop. 
 % why not?
 No match. 
 % gotta light?
 No match. 
 % !1984
 1984: Event not found. # (on some systems) 
 % How's my lovemaking?
 Unmatched '. 
 % "How would you rate Bush's incompetence? 
 Unmatched ". 
 % [Where is Jimmy Hoffa?
 Missing ]. 
 % [Where is my brain?
 Missing ]. 
 % ^How did the sex change^ operation go? 
 Modifier failed. 
 % If I had a ( for every $ Congress spent, what would I have? 
 Too many ('s. 
 % man: why did you get a divorce?
 man:: Too many arguments. 
 % %blow
 %blow: No such job. 
 % \(-
 (-: Command not found. 
 % sh
 $ PATH=pretending! /usr/ucb/which sense 
 no sense in pretending!
 $ mkdir matter; cat >matter
 matter: cannot create 
 % cd /tmp
 % touch this; chmod 000 this
 % ln -s /usr/bin/touch U
 % U this
 U: cannot touch this: no write permission 
 % rm meese-ethics
 rm: meese-ethics nonexistent 
 % ar m God
 ar: God does not exist 
 % make love
 Make: Don't know how to make love. Stop. 
 Supposedly on older Sun's make will also tell you
 Make: Don't know how to make love. How about war instead?
 % sleep with me
 bad character 
 % ^What is saccharine?
 Bad substitute. 
 % drink yellow_pages
 yellow_pages: Is a directory 
 %touch me
 %chmod 000 me
 %touch me
 touch: cannot touch me: permission denied 
 % ar x "my love life"
 ar: my love life does not exist 
 % ar x "matey, the treasure"
 ar: matey, the treasure does not exist 
 % talk Gorvachev@Kremlin
 talk: Kremlin: Can't figure out network address. 
 % talk Comrade Khruchev
 [Your party is not logged on]