I've heard a couple over the years.
None funny enough for me to remember, but they're out there sure enough.
It's not quite the same for Brits though, as it did happen in someone else's country. In fact the only "joke" I am aware of about the 7 July Tube bombing in London was
read on here. I didn't find it funny, but that's more to do with the awful stereotyping rather than the subject matter. Well, maybe the subject matter, I rode the Tube every day after all and those streets were in my home town.