I don’t know the origin of the original but I came across this copy in ‘Madman – The Strange Adventures of a Psychology Intern.’ by John Suler, Ph D.,

“A man was walking down a dark alley when he saw a stranger searching for something under a street lamp. When he asked the stranger what he was doing, he replied that he had lost his keys. ‘Where do you think you dropped them?’ the man asked. The stranger pointed towards the dark alley. ‘If you lost them over there,’ the puzzled man answered, ‘why are you looking for them over here?’ The stranger looked up, ‘Because this is where the light is.’”