Drew Carrey, the Tonight Show 6/26/97

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There was pair of attractive female siamese twins joined at the hip.
One was a nymphomaniac, the other a saxaphone player.  They were both
Julio Iglesias fans.  They went to see a Julio Iglesias show, and one
thing leads to another, and they end up back in Julio's dressing room.
The nymphomaniac makes passionate love to Julio all night, while the
sax player plays sax and basically hangs on for dear life.

About a year later, one of them is reading the paper and sees that
Julio is coming to play a show.  
She says: "Julio's coming back!  Maybe we should go see him!"
Her sister says: "Naw...  He probably won't remember us."

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A lion and a zebra are having an affair.  One day they
are having sex and the lion sees his wife coming.
He says to the zebra: "Quick!  Act like I'm killing you!"