Johnny Depp told the joke, that after the ultimate nuclear war the only survivors on earth would be Keef and the roaches, to introduce Keith Richards at the Scream Awards. That joke has been around for many years but I am curious to know who wrote it first? Rock and Roll, Mops
There's some old "Duck and Cover" films that include Keith, which is likely the first recorded instance of the concept being employed. However, it likely didn't catch on at the time because Keith was still a choirboy. (The inherent humor therefore making little sense.)
Anyway, comedian Bill Hicks used to tell the joke back in the late 80s or early 90s. Robin Williams has used it in recent years, but I don't know if he did it before Hicks.
The footnote to both: Denis Leary actually stole a lot of his early material from Hicks, although tragically, there are no (known) "Duck and Cover" films that include Keith.
First time I heard the line about "the roaches and the nukes", it was a quotation from Keith. In an interview - probably more than 20 years ago. I've tried to google it, but quite unsuccessfully.