As you might expect, the soundboard conversation by ICEnJAM isn't exactly, uh, cordial.
The reason is that the character—Boxcars from Fallout New Vegas—has dialogue referring to an ambush by a group of Caesar's Legion soldiers. These soldiers forced him to enter a lottery, where he came in second place. That means he got to keep his life but got his legs crippled. That's what the dialogue refers to—but it seems like the KKK member thinks the person calling is real, or at the very least he seems to approve of the idea of a black man's legs getting smashed (he says "Good!" when Boxcars describes what happens to his legs).
And then there's the the Thalmor calls—the members of which are "elven supremacists" in Skyrim. From the YouTube description: the Judiciary "contacts [the KKK] to inform them that there's only room for one supremacy." The Elven supremacy, if you were wondering.
Don't really think this one is as funny as the library Skyrim prank (particularly the first couple of Thalmor calls, which are mostly nonsense) but it sure is ridiculous.