This is a rather famous joke/morality tale, with multiple version. The following one was taken from here:
A storm descends on a small town, and the downpour soon turns into a flood. As the waters rise, the local preacher kneels in prayer on the church porch, surrounded by water. By and by, one of the townsfolk comes up the street in a canoe.
"Better get in, Preacher. The waters are rising fast."
"No," says the preacher. "I have faith in the Lord. He will save me."
Still the waters rise. Now the preacher is up on the balcony, wringing his hands in supplication, when another guy zips up in a motorboat.
"Come on, Preacher. We need to get you out of here. The levee's gonna break any minute."
Once again, the preacher is unmoved. "I shall remain. The Lord will see me through."
After a while the levee breaks, and the flood rushes over the church until only the steeple remains above water. The preacher is up there, clinging to the cross, when a helicopter descends out of the clouds, and a state trooper calls down to him through a megaphone.
"Grab the ladder, Preacher. This is your last chance."
Once again, the preacher insists the Lord will deliver him.
And, predictably, he drowns.
A pious man, the preacher goes to heaven. After a while he gets an interview with God, and he asks the Almighty, "Lord, I had unwavering faith in you. Why didn't you deliver me from that flood?"
God shakes his head. "What did you want from me? I sent you two boats and a helicopter."
This question is based on this comment by @Flater on a question on Movies.SE, which states that "this joke at least dates back to classical Roman times, though I can't currently recall which work [they] encountered it in".
Is this true? I'd love to know how the story was told back then, and whether it was even told as a Christian tale (no reason why it couldn't be modified for the Roman pantheon, I suppose).