I saw this one on Conan, by some comic who was guesting. It is very long and I have paraphrased it.
A moth walks into a podiatrist's office. The podiatrist says "What's the problem?"
The moth replies "Aw Doc, I don't know where to begin...I've got problems up to here. First there's my wife, I just don't feel anything anymore when I look at her...I don't think I love her anymore even though I try so hard, I can't even remember the way it was when we first met, just kids you know, we didn't know a darn thing about anything...whoever that boy and that girl were back they sure ain't anyone I know anymore...and she hasn't been the same since she lost her parents...in the great winter last year, that killed so many of us moths...life's hard when you're an ectothermic creature with a high surface area to volume ratio...she's been so needy and why shouldn't she be, but every time I see the sadness in her eyes it makes my guts clench up in rage and hate...how can I be such a terrible person, Doc?...and I gotta tell you about my youngest son too...I hate him, I loathe him, I don't know why...he's never done anything wrong...he's just a little boy...maybe it's whenever I look into his face I can still see the unadulterated joy of childhood and the hopes and dreams he still entertains...the ones I used to have, and I both envy him and feel sickened by his naivete...or perhaps ultimately I see myself in him and hate him just as much as I hate the man in the mirror...and I haven't even told you about the dreams, I keep having these dreams at night...haven't thought about it in years...Helmand province man, the Airborne Moth Brigade, we all got hooked on oxys in Kabul and marching with the sweats and the shakes and hadji behind every rock...and I see that kid's face, couldn't have been more than 12 man, barely big enough to pick up the rifle they gave him...and his mouth hung open like a little pink cave and he just looked up at me as the blood spread across his shirt, like he was saying "why did you do that" and you know Doc I didn't know, I swear I didn't know just then, it was just me and him and that huge huge blue sky crying judgement...it's got so bad not even the cutting helps, you know...at first when that razor blade bites into your flesh you feel so CLEAN, you feel something again...the pain you think you deserve...the rich red blood flowing down the drain and taking all your sins with it...you just gotta help me Doc. You just gotta help me. I'm just gonna fall apart, I don't know where to turn anymore."
"Whoa," says the podiatrist. "You've got some heavy things going on with you, and you sure need a lot of help. But you really need a therapist, and the thing is I'm a podiatrist...I deal with feet."
"I know." says the moth.
"So Why'd you come in here?"
"Well, the light was on."