As it says in the scroll-over, "TV Tropes" could be the best place to search out more on the topic, but the "joke" in the last panel is from a now nearly 20-year-old film, "The Hunt for Red October" (with a slender, not funny Alec Baldwin as the hero - how funny is that?). One of the Russian submariners, played by Sam Neill, mentions that he had always wanted to see Montana.
SPOILER: He doesn't.
Any time someone says that they've always wanted to go somewhere or do something in a film, it often goes badly. The lesson is to go nowhere or do anything? Hollywood is weird, yo.
Methinks your PG rating may have taken a hit this week.
It's definitely more of a "Temple of Doom" PG (the one that led to the creation of the PG-13 rating) than a "Sense and Sensibility" PG, yes.