Silent treatment

Some of the best gag cartoons have no captions. The New Yorker co-founder and original editor Harold Ross insisted on the one-line punchline. Before then cartoons could have more than one character speaking. The rule that Ross imposed on the magazine isn't observed all the time nowadays, but is still more common than dialogue between characters. Less common now was more common in the golden age of gag cartooning (in my opinion roughly the 1930s through the 1960s) the caption-less cartoon, which lets the picture be a visual punchline.

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