A topical one (with apologies to anyone actually suffering in the floods...)
A devout Christian has a house by a river. The rain comes down, the river comes up and his house floods.
As the water rises through the ground floor, the fire brigade bring a canoe to his door to rescue him, but he refuses to leave. "The Lord will protect me" he says, "I have total faith."
The water keeps rising. He has to retreat to the first floor. The army come along in a boat and try to persuade him to climb out of the bedroom window. He still claims not to need any help, as the Lord will save him.
Eventually, he has to climb up onto the roof. There he is, clinging precariously to the chimney in the rain and the wind. The coastguard sends a rescue helicopter.
"I don't need to be rescued" he says "because I have faith that the Lord will preserve me."
That night, he is finally washed off the roof and drowns. He reaches the Pearly Gates and is let in by St Peter, and comes into the presence of God.
Actually, he's not at all pleased. "Lord," he says "I had faith in you. I never for a moment believed that you would let me die in the floods. Was all my faith a waste?"
God looks at him sternly. "What do you mean, I let you die? I sent two bloody boats and a helicopter, didn't I??!"