Einstein was once traveling from Princeton on a train when the conductor came down the aisle, punching the tickets of each passenger. When he came to Einstein, Einstein reached in his vest pocket. He couldn't find his ticket, so he reached in his other pocket. It wasn't there, so he looked in his briefcase but couldn't find it. Then he looked in the seat by him. He couldn't find it.
The conductor said, 'Dr. Einstein, I know who you are. We all know who you are. I'm sure you bought a ticket. Don't worry about it.' Einstein nodded appreciatively. The conductor continued down the aisle punching tickets. As he was ready to move to the next car, he turned around and saw the great physicist down on his hands and knees looking under his seat for his ticket. The conductor rushed back and said, 'Dr. Einstein, don't worry. I know who you are. No problem. You don't need a ticket. I'm sure you bought one.'
Einstein looked at him and said,
"Young man, I too know who I am. What I don't know is where I'm going."