The trophy for hearing all of Ellie’s jokes is split across 3 parts. Completing all the jokes in each location will count towards one part of the trophy:
Part 1 - Pittsburgh:
Joke 1: Wait near the bus after combat is complete for the joke to trigger
Joke 2: Once you clear the interior bookstore, wait a while
Joke 3: Approach the ad with the skinny model and do optional conversation with Ellie. Wait in this area for joke
Joke 4: Move ladder to ledge. Shimmy across stairs to the right and get the safe code. Go back into the hotel atrium and open the safe. Go back up the ladder and wait on the landing for the joke. (do not proceed past the landing or else the joke will fail to trigger)
Part 2 - Suburbs:
In order to get the joke to trigger, complete the following steps:
Enter the destroyed kitchen and hear Henry's BBQ story
Go across the street and do the graffiti optional conversation
Walk down the street to the ice cream truck and do the ice cream optional conversation
In the third house on the left, go to the top floor and get the matchbook. When you go back down to the first floor, wait until Sam and Ellie are finished playing darts and do the darts optional conversation
Go to the end of the street and observe the firefly logo. Listen to Sam talk to Henry about it
Go back towards the houses and wait for Ellie's jokes. Make sure to also listen to Sam's joke. After all the dialogue has played, the joke should count
Part 3 - Left Behind:
After riding the carousel with Riley, she will give you a joke book. Tell her all the jokes in order to get the last joke and the trophy