The Art of Computer Programming

In the introductory section “Notes on the Exercises”, Knuth includes several sample exercises for the reader's pleasure. The fourth one reads:

4. [M50] Prove that when n is an integer, n > 2, the equation xⁿ + yⁿ = zⁿ has no solution in positive integers x, y, z.

The book was published about two decades before the centuries-old problem was solved. The “Answers to the Exercises” section lists the following answer:

4. See W.J. LeVeque, Topics in Number Theory 2 (Reading, Mass: Addison-Wesley, 1956), Chapter 3. (Note: One of the men who read a preliminary draft of the manuscript for this book reported that he had discovered a truly remarkable proof, which the margin of his copy was too small to contain.)

(BTW, if you're interested in the story of the problem and its solution, read this review.)

Another small in-joke can be found after the book's index. The comment at the bottom of the very last page reads:

Any inaccuracies in this index may be explained by the fact that it has been prepared with the help of a computer.

At the end of the second volume, Seminumerical
Algorithms (2nd edition, Addison-Wesley, 1981), the end of the index reads:

Any accuracies or inaccuracies in this index may be explained by the fact that it was prepared with the help of a computer, but not blindly.

Finally, the end of the third volume, Sorting and Searching, (Addison-Wesley, 1973), reads:

Any inaccuracies in this index may be explained by the fact that it has been sorted with the help of a computer.

Note that in the recently published 3rd edition, most of these jokes were removed -- or rather, replaced.