The knock-knock joke is a famous joke : 

The scenario is of a person knocking on the front door to a house. 

The teller of the joke says, "Knock, knock!"

You answer "Who's there?" 

The teller gives a name (such as "Noah") or a description (such as "Police") 

You answer by asking the caller's surname ("Noah who?" "Police who?") 

The joke-teller says a pun with the name ("Noah place I can spend the night?" "Police let me in—it's cold out here!") 

Knock, knock.
Who's there?
Anna Partridge.
Anna Partridge who?
Anna Partridge in a pear tree!

 

Knock, knock.
Who's there?
Doris.
Doris who?
Doris open, so I thought I'd drop by!

Knock, knock.
Who's there?
Boo.
Boo who?
Don't cry!

History

A possible source of the joke is William Shakespeare's Macbeth; first performed in 1606. 

In Act 2, Scene 3 the porter is very hungover from the previous night. 

During his monologue he uses "Knock, knock! Who's there" as a refrain while he is speaking:

Knock, knock! Who's there, i' the name of
Beelzebub? Here's a farmer, that hanged
himself on the expectation of plenty: come in
time; have napkins enow about you; here
you'll sweat for't.

 

Knock, knock! Who's there, in the other devil's
name? Faith, here's an equivocator, that could
swear in both the scales against either scale;
who committed treason enough for God's sake,
yet could not equivocate to heaven: O, come
in, equivocator.

William Shakespeare

In 1936, Bob Dunn write the book Knock Knock: Featuring Enoch Knox and the standard knock-knock joke format was used in a newspaper advertisement.

Read some knock knock jokes and invent some in the comments!