This isn't just a funny joke; it's hilarity that actually happens. Girl in one of my high school classes was listening to music with her headphones on as we waited for the teacher to arrive and class to start (class took place after lunch, just fyi). One of her friends was apparently talking to her and didn't realize she wasn't being heard until a minute or two later and, angry, snatched the headphones off. Suddenly, everyone in the room can hear the song she's listening to, including the teacher that just walked in, who immediately takes issue with the...not-PC lyrics that were being said. Every student in that room was either staring in shock or on the floor laughing at the situation; I was in the latter group.
The friend ended up in trouble since she was holding the headphones, but everybody else knew what kind of music the cute short girl that doodled animals when she was bored listened to. I also got myself a similar set of headphones; asked her after class the next day since she kind of bolted once class was over the day of and I ended up getting them as a birthday gift a couple months later. And yes, they were that good at blocking sound; my parents constantly got annoyed because they could no longer just yell to get my attention.
Moral of the story (if there is one): A quality pair of headphones is a worthy investment.