From book 2 of Cardinal de Retz’s Memoires. It’s less the punchline that’s charming than his scene construction – the carriage load of (drunken) friends stopped on the way home from partying and now variously rocking, sobbing, and praying in fear.
In short, we did not set out till peep of day (it being summer-time), and the days at the longest, and were got no further than the bottom of the Descent of Bonshommes, when all on a sudden the coach stopped. I, being next the door opposite to Mademoiselle de Vendome, bade the coachman drive on. He answered, as plain as he could speak for his fright, “What! would you have me drive over all these devils here?” I put my head out of the coach, but, being short-sighted from my youth, saw nothing at all. Madame de Choisy, who was at the other door with M. de Turenne, was the first in the coach who found out the cause of the coachman’s fright. I say in the coach, for five or six lackeys behind it were already crying “Jesu Maria” and quaking with fear.
Madame de Choisy cried out, upon which M. de Turenne threw himself out of the coach, and I, thinking we were beset by highwaymen, leaped out on the other side, took one of the footmen’s hangers, drew it, and went to the other side to join M. de Turenne, whom I found with his eyes fixed on something, but what I could not see. I asked him what it was, upon which he pulled me by the sleeve, and said, with a low voice, “I will tell you, but we must not frighten the ladies,” who, by this time, screamed most fearfully. Voiture began his Oremus, and prayed heartily. You, I suppose, knew Madame de Choisy’s shrill tone; Mademoiselle de Vendome was counting her beads; Madame de Vendome would fain have confessed her sins to the Bishop of Lisieux, who said to her, “Daughter, be of good cheer; you are in the hands of God.” At the same instant, the Comte de Brion and all the lackeys were upon their knees very devoutly singing the Litany of the Virgin Mary.
M. de Turenne drew his sword, and said to me, with the calm and undisturbed air he commonly puts on when he calls for his dinner, or gives battle, “Come, let us go and see who they are.”
“Whom should we see?” said I, for I believed we had all lost our senses.
He answered, “I verily think they are devils.”
When we had advanced five or six steps I began to see something which I thought looked like a long procession of black phantoms. I was frightened at first, because of the sudden reflection that I had often wished to see a spirit, and that now, perhaps, I should pay for my incredulity, or rather curiosity. M. de Turenne was all the while calm and resolute. I made two or three leaps towards the procession, upon which the company in the coach, thinking we were fighting with all the devils, cried out most terribly; yet it is a question whether our company was in a greater fright than the imaginary devils that put us into it, who, it seems, were a parcel of barefooted reformed Augustine friars, otherwise called the Black Capuchins, who, seeing two men advancing towards them with drawn swords, one of them, detached from the fraternity, cried out, “Gentlemen, we are poor, harmless friars, only come to bathe in this river for our healths.” M. de Turenne and I went back to the coach ready to die with laughing at this adventure.
There’s a similar scene in Don Quixote (part 1, chapter 20).