Yes, the USSR was so secret, that it took decades for CIA to declassify its mortally dangerous jokes.

However, the "war of jokes" was integral part of the Cold War and do not underestimate one. There is terrific Russian novel about this battle, it took off in the late 60-ies.

Very important to know that a class of jokes about Russian Civil War heroes, Petyka and Vassily Ivanovich Chapaev was a viral campaign set off by the KGB to combat US/British jokes designed for Russians.

I like this one. "Can you drink a glass of vodka, Vassily Ivanovich?", asks Petyka. "Sure thing", boss answers. "How about two?" "No problem!" "And how about a full bucket of vodka?" "You know, it is only Vladimir Ilyich Lenin, who is capable to drink the full bucket of vodka!"