Did you hear about the antelope who was getting dressed when he was trampled by a herd of buffalo?

This refers to the first "self-dressed stamped antelope." The joke is a play on words, or pun- coming from the phrase, "self-addressed stamped envelope," also known as a S.A.S.E.

Self-addressed stamped envelopes are envelopes with postage already paid by the sender, as the name implies. They may come with actual stamps attached or as prepaid, bulk-mail business envelopes. Antelope jokes aside, using a S.A.S.E could save the recipient the hassle of gathering response materials for clients or others that may send mail, expecting a return. A self-addressed stamped envelope may be used for invoicing, as it offers a recipient more convenience for sending a payment.