Just stumbled upon Dave Mooreland's Bozo Criminal of the Day web site. My favorite story, from the April archives:

From Pine Bluff, Arkansas comes the story of Bozo Julius Coffman who entered the Bank of America carrying a trash bag. He had no weapon but instead stuck his hand in his pocket, pretending it was a gun. He walked up to the teller and demanded that she fill it with cash. The teller didn't exactly take a guy holding a trash bag seriously so she told him, sorry, the bank was fresh out of money. One of the other tellers offered him some deposit slips. Frustrated, our bozo dropped the bag and walked out. Police found him nearby, but since he never threatened anyone, they're trying to decide what to charge him with. Unfortunately, stupidity isn't a crime.

"We're fresh out of money." "I have some deposit slips!"

Heheh... great comebacks.