I think it largely depends on if the last two items in the list are a natural combination, either in the same category, or complementary things. The former is why you need the Oxford comma for "the strippers, JFK, and Stalin"; the latter is why you need an Oxford comma in "we brought the tent, bread, and butter".

Off-topic, but I like this version of the joke better:

There are two hard problems in Computer Science: cache invalidation, off-by-one errors, and cache invalidation.