The chain rule "joke" reminded me of a similar notation joke: Radon-Nikodym derivatives.
If $\mu$, $\nu$, $\lambda$ are $\sigma$-finite measures with $\nu \ll \mu \ll \lambda$, and $f \geq 0$ is measurable, then:
$$\int f\ d\nu = \int f \left[\frac{d\nu}{d\mu}\right]\ d\mu$$
and
$$\left[\frac{d\nu}{d\lambda}\right] = \left[\frac{d\nu}{d\mu}\right]\left[\frac{d\mu}{d\lambda}\right]$$
