Language is the principal tool for human communication, in which humor is one of the most attractive parts. Producing natural language like humans using computers, a.k.a, Natural Language Generation (NLG), has been widely used for dialogue systems, chatbots, text summarization, as well as AI-Generated Content (AIGC), e.g., idea generation, and scriptwriting. However, the humor aspect of natural language is relatively under-investigated, especially in the age of pre-trained language models. In this work, we aim to preliminarily test whether NLG can generate humor as humans do. We build the largest dataset consisting of numerous Chinese Comical Crosstalk scripts (called C3 in short), which is for a popular Chinese performing art called 'Xiangsheng' or '相声' since 1800s. We benchmark various generation approaches including training-from-scratch Seq2seq, fine-tuned middle-scale PLMs, and large-scale PLMs with and without fine-tuning. Moreover, we also conduct a human assessment, showing that 1) large-scale pretraining largely improves crosstalk generation quality; and 2) even the scripts generated from the best PLM is far from what we expect. We conclude humor generation could be largely improved using large-scale PLMs, but it is still in its infancy. The data and benchmarking code are publicly available in https://github.com/anonNo2/crosstalk-generation. © 2023 Association for Computational Linguistics.