Paraprosdokian

This is a figure of speech similar to garden-path sentences in that both feature a sort of linguistic “twist” partway through. Paraprosdokians differ, though, in that the grammar is not usually confusing; rather, the end of the sentence ends up being surprising or disorienting. Henny Youngman’s famous line “Take my wife - please!” is a prime example of a sentence whose final word ramps up the tension of the previous phrase, and provides unexpected humor to the listener.

Comedians use Paraprosdokians all the time as a means of keeping an audience off-guard. A few more examples:
“I've had a perfectly wonderful evening, but this wasn't it.” (Groucho Marx)
Your argument is sound, lots of sound.
“I haven’t slept for ten days, because that would be too long.” (Mitch Hedberg)
"I don't belong to an organized political party. I'm a Democrat." (Will Rogers)
“If I’m reading this graph correctly, I’d be surprised.” (Stephen Colbert)
“You can always count on Americans to do the right thing . . . after they have tried everything else.” (Winston Churchill)