I'm lousy at telling jokes, but...
The Indian complains to the other two that once his was a great and proud people who roamed the plains and mountains, at one with the land, and lord of all they surveyed. Alas, those days are gone, and now his people are barely a shadow of their former greatness.
The Muslim boasts that his people have always been a great and proud people, that at one time they ruled all of the known world, and that no force could keep them from attaining the glory they knew under the Prophet.
At this point, the Cowboy tips up his hat to look grimly at the Muslim and says, "Son, we ain't played Cowboys and Muslims, yet."