Time and again Nasrudin passed from Persia to Greece on donkey-back. Each time he had two panniers of straw, and trudged back without them. Every time the guard searched him for contraband. They never found any.

‘What are you carrying, Nasrudin?’
‘I am a smuggler.’
Years later, more and more prosperous in appearance, Nasrudin moved to Egypt. One of the customs men met him there.
‘Tell me, Mulla, now that you are out of the jurisdiction of Greece and Persia, living here in such luxury—what was it that you were smuggling when we could never catch you?’
‘Donkeys.’

The Exploits of the Incomparable Mulla Nasrudin Idries Shah, Octagon Press