(Told over the holidays by my Lutheran mother-in-law.)

A recently demised fellow was being given a tour of Heaven. St. Peter
explained that Heaven not only had room enough for everybody, there were
rooms for everybody.

He opened the first door, explaining, This is the Catholic room, and
inside the new arrival could see a large group of people kneeling and
saying Hail Mary.

The next room was a noisy one–shouts of Amen! and Hallelujah!
could be heard through the door. The Baptist room, explained Peter.

The third room was silent, filled with contemplative souls.
Presbyterians, Peter said.

When they came to the fourth room, Peter stopped the newcomer. Shh!
he said. Be very quiet. These are the Lutherans, and they dont think
anybody else is here.