What does this joke about milk going bad mean?

This is a joke from the TV series "Friends".

— Can I borrow this? My milk's gone bad.
— I hate that. I once had a thing of half-and-half. Stole my car.

I'm thinking that it has something to do with the ambiguity of "gone bad", but I don't understand what "I once had a thing of half-and-half" means.

Half and half is a mixture of half milk and half cream.

I would say that the joke (as you believe) is

• My milk has gone bad
• That happened to me once. My ('irrelevant to the joke' choice of) milk was so bad that it stole my car

Not a particularly good joke, edit (though now I think I remember it from Friends, I think the delivery would have saved it. Chandler, if I am not wrong)

The joke turns on two different means of the phrase "goes bad."

When milk "goes bad," it spoils. When a person "goes bad," they commit a crime, such as stealing a car.

As johnc mentioned, half and half is a mixture of milk and cream, and it can also spoil.