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Clowns are basically unknown in Dwarven culture. This is partially because any kind of recreation besides drinking games are seen as un-dwarvenly, but also because facepaint doesn't work that well with excessive facial hair.
The term "clown" is often used as an anti-spoiler term for Hidden Fun Stuff by some Dwarf Fortress players, though its effectiveness is questionable (especially given that "Hidden Fun Stuff" is an anti-spoiler term itself, created by Toady One himself).