Q: Why was it so hot in the stadium after the baseball game?
A: All the fans left!
Explanation: At a baseball game, the fans are the people who are watching the game. The fans leave the stadium when the game is over. Baseball games are played at a stadium. A fan is also a small (or large) machine that has a part that spins to move air. If there are no fans (that move air) at a stadium the stadium could get hot.
This joke plays on the double meaning of the word fan- and that is why it is funny!