Irv Muchnick posted a great story on his blog a few days ago:

Frank Deford did a commentary on National Public Radio urging Hulk Hogan, whose name was on a brand of children’s vitamins, to come clean about his years of abuse of anabolic steroids.

Vince McMahon called Deford to complain. At one point in their conversation, McMahon screamed, "I have proof I’m not a mobster!"

Which was funny, because Deford had alleged no such thing.

To me, the "I have proof" part makes it much funnier than it would be otherwise.