This one is from the new (4th) season of "The Crown" on Netflix. They have Prince Charles telling it at a party. If anyone else here saw it, please forgive any inaccuracies in my retelling...
A Siberian hunter goes off into the woods, hoping to bag some game. Soon he's surprised by a giant bear, the largest he's ever seen. He raises his gun and shoots, uncertain if he killed the bear or not. When the smoke clears, he doesn't see the bear anywhere. Then he feels a tap on his shoulder. He turns to see the bear towering over him, and before he can react, the bear tells him he has a choice. The bear says, "I can kill you now, as you tried to do to me, or you can pull down your pants, bend over, and let me have my way with you." Not wanting to be killed, he chooses the latter.
After the bear is finished, the hunter goes back to town and buys a bigger gun, and returns to the woods to try again to kill the bear. Soon he spies him, raises his gun and shoots. Again, after the smoke clears, the bear has vanished. And again, he feels the tap on his shoulder. Turning around, he sees the bear, who says, "you know what to do."
Afterwards he rushes back into town to buy a bazooka, and returns to the woods, determined to end this bear. He sees him, raises the weapon and fires. Once more the smoke clears and the bear has vanished. And again he feels the familiar tap on his shoulder. He turns to see the bear, who says, "You're not really in this for the hunt, are you?"