Fortune
Portage calls it fortune-mod, I'm not sure what it's actually supposed to be called since I can't Google it. Either way, you can get additional packages of jokes and quotes, things such as Homer Simpson quotes, George W. Bush quotes, a 'collection of funny lines from the Linux kernel' package, etc. Not sure where you'd find them, I just get them from Portage.
As for the actual fortune-mod package locations...I'll get back to you on that one.
edit: On my system they're all in /var/db/pkg/games-misc. If they aren't installed there for you, check your ~/.bashrc file to see where the software it's opening is located.