The crack came from a piper I worked with years ago - he had a million of them. (jokes not pipes)
two other favourites
1. A lady came up to me and said "I love the pipes, they always make me cry." He replied, "I know, I've heard pipers like that too."
2. God bless Scotland for giving us the bagpipes and the four tunes that go with them.
In terms of the marching, imagining the sound and pipers coming out of the fog during war you can see why the Black Watch Regiment were called the Ladies from **** by the Germans in WWI.
On a related note, one of my very favourite comedians Danny Bhoy