IMPORTANT: Be careful when you save! I saved when i was in the library which had a shiv door and a joke and when i loaded the game luckily i noticed the door was closed and decided to wait and see if the joke had reset also which it had. So if you save just after doing one of these make sure to check that it has not reset and you need to do it again!
Unfortunately there is no way of tracking which jokes have been told or how many so keep a note if one does not work and you can come back to it using chapter select in the main menu.This video has all the time stamps below but if you go to youtube you can find them in clickable format in the description so if you know which one you are missing you can find it easily in the video provided.
PITTSBURGH
01. at the bus before the Kingston Bookstore / 00:15
02. the Kingston Bookstore / 00:53
03. right before the Hotel / 1:50
04. Hotel Lobby / 2:55
THE SUBURBS
05. the Dead End / 4:39
I suggest doing all collectibles in one go which i have a full explanation of and video guide and individual guides here
I hope this helps though, good luck :)