What goes up a chimney down, but won't go down a chimney up?

An umbrella!

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Umbrella Jokes More Umbrella Jokes

What is the difference between a barking dog and an umbrella?

The umbrella can be shut up.

Why does Snoop Dawg carry an umbrella?

Fo drizzle

Chimney Jokes More Chimney Jokes

Why can't there be a Santa Pig?

Pigs don't fit in chimneys.

How does Santa Claus remember which chimneys he's been down?

He keeps a log