We sometimes say that someone has a 'dry' sense of humour. The word is a little tricky to explain, but usually it involves the listener having to think a little bit before they 'get' the humour ('get' means 'understand' or 'appreciate'). It also involves the speaker (the person with the 'dry' sense of humour) being a little bit provocative / teasing / and even cynical (perhaps?). This kind of humour can be strong (i.e. very sarcastic) or mild (very playful). I think that Roger Moore, the actor who played James Bond, is a good example of someone with a dry sense of humour. When he was asked (in Waitrose's weekly publication) about his childhood memories of food, he said that his mother always cooked and that his father was terrible at cooking - whenever he fried an egg, he always ended up with the yoke on the outside and the white in the middle!