O.K., so this isn’t an expression, but I found it interesting. The English.stackexchange.com says that some claim the origin was “…in the Middle Ages as a call-and-answer password format.” The only rule for the jokes seem to be that they be nonsense or at least silly. The Pittsburgh Press published several jokes in August of 1936 saying that a “new mid-summer game is going the rounds in place of monopoly.” One example given was, “Knock, knock! Who’s there? Landon. Landon who? Landon bridge is falling down.” Wikipedia reports that Fred Allen included a segment in his December 30, 1936 radio broadcast about “…the year’s least important events, including a supposed interview…” with “Ramrod Dank,” the man who was said to be the first to coin a knock, knock joke on the first of April. That is, of course “April Fools Day.”