Is it wrong to copy a joke from somewhere and make a movie?

Is it considered as like illegal or sth to take a joke from somewhere and make a short skit based on it? Example, I found this joke on omghumour.com and decided to make a short movie and post it on YouTube out of it. Is it wrong? Or copyrights and all? Thing is idk if it's their joke like they created it or not, and I should put their name as credits right?