"Theater of Cruelty" is another short story set on the Discworld, specifically in Ankh-Morpork.
I don't know why this took me two readings to really understand what was going on. I think I just wasn't up on the "real" story of Punch and Judy when I first read it. But now, it's a favorite.
Appearing in this book:
Corporal Carrot Ironfounderson