A US Navy cruiser anchored in Mississippi for a week's shore leave. 
AS heard on the Good Stuff with Jim Thompson

On the first evening, the ship's Captain received the following note from the wife of a wealthy plantation owner:

"Dear Captain, Thursday will be my daughter Melinda's Debutante Ball. I would like you to send four well-mannered, handsome, unmarried officers in their formal dress uniforms to attend the dance. They should arrive promptly at 8:00 PM prepared for an evening of polite Southern conversation. They should be excellent dancers, as they will be the escorts of lovely refined young ladies.

One last point: No Jews Please."

At precisely 8:00 PM on Thursday, Melinda's mother heard a polite rap at the door which she opened to find, in full dress uniform, four handsome, smiling Black officers.Her mouth fell open, but pulling herself together, she stammered, "There must be some mistake."

"No, Madam," said the first officer. "Captain Goldberg never makes mistakes."