I recall hearing Sven and Ole jokes (sometimes involving Lena if a third character was needed).

Pretty much all of them are just replays of "demographic" jokes. I'd heard many of them retold as dumb Aggie* jokes. They were usually tamer than "really racist" jokes, and usually told with the Fargo accent (aka what all Minnesotans, Wisconsinites, Yupers and Canadians sound like).