Q: Did you hear about the actor who fell through the floor?
A: Don’t worry, it was just a stage he was going through!

Explanation: Actors are the people who perform  in a theater play or are on TV.  The place where actors act is called the stage.  So, if an actor falls through the floor he or she is falling through the stage.

To “go through a stage” means to go through a step in a a life process.  There are many stages of physical and psychological development (e.g. Piaget, Erikson), stages of grief, …

This joke is funny because it plays on the literal and figurative meanings of “going through a stage.”