Alright, two things.
(A) Our band director was trying to explain to the trumpet section (that's me!!) that we need better air support, saying, "Use air support! You are a WIND instrament! We are ALL wind instraments, except for the percussionists!"
A tenor sax player replied, "The drummers are wind instraments! They blow on their sticks!" xD
(B) A friend of mine had just joined band, and she was learning to play the alto saxaphone. The band director asked our best alto saxophone player to go into the back room, which is little more than a medium-sized closet they use to store chellos, and show her the basics. Of course, as soon as the door shut, we all -of course- burst into laughter.
Later, after they're back out of the closet, a percussionist asks the experienced saxaphone player "how it was" in the closet with my friend, half-laughing and implying sick things xD. The saxaphonist, in all honest innocense, replies, "It was fine." He was clueless. *shakes head sadly*