Sorry, but if you have to ask....
From Hayden Cohen:
Unlike Cohen, Rav Shmuel has what it takes, in this classic 2006 video which people still send me:
UPDATE: I was trying to figure out why I was bothered by Cohen's video.
The reason is that it isn't self-deprecating - it is self-loathing.
Compare it with his video about being a geek. In that one he is making fun of himself for liking comic books and Star Trek. He is embracing his geekiness.
But in this one, he is using humor to distance himself from Jews, winking at his audience that he is only kidding - he is not really one of those kinds of Jews.
Gefilte fish jokes are easy, but in the end you know that Cohen doesn't identify with any of the things he mentions, and instead is placing himself with the audience against those weird, religious, settler-loving, tank-driving Jews.