a. Redneck joke
b. Polish joke
c. Aggie joke (and its variants)
d. Racial jokes
e. Irish jokes
and so on.
We have to include the blonde joke among these. According to the script, blondes are particularly dense. No, make that stupid.
However, both a Google search and a search into Psychological Abstracts failed to indicate that there was any significant correlation between blondeness and lower intelligence. In other words, hair color bears no relationship to intelligence!
Why the existence of the stereotype? A possible reason is that adult, natural blondes constitute about 2% of the world's population; and they are largely from central Europe and Scandinavian countries. Thus, because of the comparative rarity of the phenotype in the population, there is a tendency that when one encounters a dumb blonde, her obtuseness might be attributed to her hair color. A dumb brunette is just viewed as dumb, without any spurious causality being tied to her hair color.
Actually, this also happens with another hair group: redheads are stereotyped as being hot-tempered. And there is some localized prejudice against 'gingers,' like they are called in the UK. Possibly this is related to red hair being more common in the Celtic Fringe, and is an expression of anti-Scottish or anti-Irish prejudice.