A long face is described as "an unhappy or gloomy expression" by Dictionary Online. The earliest known use of the phrase was recorded in the mid-1700s through philosophical transactions ...

Helen is feeling sad after having a bad day. Jen notices that something is wrong and uses the expression 'why the long face?' She then tries to cheer Helen up by telling her a bad joke.

Helen is feeling sad after having a bad day. Jen notices that something is wrong and uses the expression 'why the long face?' She then tries to cheer Helen up by telling her a bad joke.