Our most common kind of international jokes involves the Portuguese, who are always dimwitted. They're not very original, it's about the same as blonde women jokes. Ex:
A Portuguese tourist in Brazil enjoys his stay too much and burns almost all of his funds on vanities. Realizing his desperate financial situation, he remembers he can ask his expatriate uncle Manuel for money. But to his dismay, he can't remember where he lives nor has any contact with him. He spends the very last money he has to send a telegraph message back home:
-Father, do you know where uncle Manuel lives?
After some time, he receives an answer:
-Yes.
A Portuguese hotel guest phones the reception to complain of insects flying around in his room. They suggest he turn off the lights. He does so, but fireflies appear. He angrily phones again and says:
-Now they came back with flashlights!
Other foreigners appear, but usually only to interact with Brazilians. On the other hand regional jokes are richer. Three types are abundant:
-Gaúcho jokes. They are always gay.
-Mineiro jokes. They are peasants with a strong accent and a savvy, distrusting personality.
-Baiano jokes. They eat spicy food, worship African witchcraft and are very lazy.
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A variant of the first one without Scandinavians has the first asking for a piece of the Space Shuttle, which the cannibals provide along with a NASA press release attesting its legitimacy, the second asking for a chunk of Jesus' robe, which he receives along with a handwritten letter from the Pope acknowledging its validity. And the punchline is more vulgar.