Q: Why was the baseball player a bad sport?
A: He stole third base and then went home!

Explanation:  To be a bad sport is to not play nicely or to not play fairly. In baseball when you “steal a base” you do to actually steal the base, you do not take something that does not belong to you without permission or without paying; when you “steal a base” you advance to the next base with out being stopped by the opposing team.  In baseball when you “go home” you you do not go to the place where you live; when you “go home” you return to home plate where you started out, batting, and you score a run.

This joke plays with the vocabulary from baseball: to steal a base, to go home.