You can head over to the Joke Encyclopedia at smilespedia.com which has this joke on the front page:
He was a mediocre conductor of a mediocre orchestra. He had been having problems with the basses; they were the least professional of his musicians. It was the last performance of the season, Beethoven's 9th Symphony, which required extra effort from the basses at the end. Earlier that evening, he found the basses celebrating one of their birthdays by passing a bottle around. As he was about to cue the basses, he knocked over his music stand. The sheet music scattered. As he stood in front of his orchestra, his worst fear was realized;
It was the bottom of the 9th, no score and the basses were loaded.
Mental floss.com has documented the history of the Knock Knock joke. It starts in 1606 with Shakespeare when a porter is awoken out of a drunken stupor by a man knocking at Macbeth and Lady Macbeth's door.
Then fast forward to 1929 to Henry Bett's book on games children play and the knock knock joke is described.
The first knock knock joke was published in 1934, although it isn't heralded as a funny joke.
Knock knock. Who's there? Rufus. Rufus who? Rufus the most important part of your house.
In 1936 the Titusville Herald describes how What's this? the parlour game has given way to Knock Knock.
On to the 1950's and the knock knock joke was popular around the world. In France it was Toc-Toc, in Dutch it was Klop-klop. In Korean and Japanese it was Kon-kon. Here's the example given from the 1950's:
Knock, knock! Who's there? Delores. Delores who? Delores my shepherd.