Oh, boy. There is one that comes to mind.
When I lived with my ex, we had an obnoxious roomate who was constantly bragging about all of the women he'd slept with. He'd come home late at night, and I'd hear in the kitchen, "Whoa! Dude, I was with Sandy (Ingrid, Bridget, ect). Don't tell Stella (his girlfriend at the time), though."
He was particularly smitten with "Miss April", a Florida calender girl at the University we attended. I think he saw her at a party once, but he was always talking about how this girl "wanted him". One morning I woke up and over breakfast he asked, "Did we wake you last night?"
Um, no...."Oh, that's good. Miss April (he said her actual name, but I've forgotten it) came home with me late last night, and we were at it all night, and things got pretty loud. I was sure to make her leave, though, before anyone woke up. I didn't want things to be awkward"

He came out with comments like that a LOT, and I became really fed up.
On April fools day, I told him that "Miss April" called and left her number. He was beside himself. I gave him the number of a gay hotline. He called, of course. I later asked him what she said, and he replied, "OH, um...she wasn't home." Obviously he thought she HAD called and left a gay hotline number. He must have forgotten it was April first.

Edited to add:
OH, my! Mr P just reminded me of the best April fool’s joke he ever played. I’ll relay that one too:
When he was in Italy, TDY for the Balkan conflict, they used to eat at the chow hall. There was a Major who was bragging about living off of 5 dollars a day. He’d go to the chow hall and bring back a bunch of cereal boxes to his hotel room. This disgusted Mr P, who told him that the enlisted men are watching his example, and his conduct was unacceptable. He insisted that it was his prerogative, because he “didn’t finish his cereal” and had to take it with him.
On April first, Mr P wrote a page long dissertation on official OSI (office of special investigations) letterhead to this guy. The entire squadron was in on this prank, and the first sergeant presented it for authenticity’s sake.
It indicated that he was under investigation for pilfering government property, stealing from the chow hall, under Article yadda yadda… and recommended immediate legal council. Mr P figured that as soon as a JAG would see it, they would know it was a prank. Apparently his letter was very persuasive in legalese. The Jag took it seriously and attempted to track down the OSI agent who wrote it. The squadron OSI was gone, so he assumed that the OSI agent was from a different squadron. Eventually they got it all sorted out as a practical joke, but it took about 3 full days. Suffice it to say the Major never stole cereal again.