A man comes up to the Mexican border on his bicycle. He has two large bags over his shoulders.
The guard stops him and says: “What’s in the bags?”
“Sand,” answers the man.
The guard says: “We’ll just see about that, get off the bike.”
The guard takes the bags and rips them apart. He empties them out and finds nothing in them but sand. He detains the man overnight and has the bags analysed, only to discover that there is nothing but pure sand in them.
The guard releases the man, puts the sand into new bags, hefts them onto the man’s shoulders, and lets him cross the border.
A week later, the same thing happens. The guard asks: “What have you got?”
“Sand,” says the man.
The guard does his thorough examination and discovers that the bags contain nothing but sand. He gives the sand back to the man, and lets him cross the border on his bicycle.
This sequence of events repeats every day for three years. Finally, the man doesn’t show up one day and the guard meets him in a bar in Mexico.
“Hey, Buddy,” says the guard, “I know you are smuggling something. It’s driving me crazy. It’s all I think about. I can’t sleep. Just between you and me, what are you smuggling?”
The man sips his beer and answers: “Bicycles.”