With the Oxford comma: We invited the strippers, JFK, and Stalin.
Without the Oxford comma: We invited the strippers, JFK and Stalin.
I was avoiding entering this conversation until I saw this example on the song linked by thenewgreen. Great example - one of many. I tell my students to use the comma as long as they are in my class and writing for me. I also tell them that if they use it once (as they inevitably do for the clarity necessary when discussing those famous strippers: JFK and Stalin) then to use it consistently. I understand that it's all a question of what habits were drilled into us by our iron-fisted grade 3 teachers who said that the comma meant "and." So why would we say and and? (deep sigh) This is a question of clarity, not mere preference. The spaces after a period are, however, a question of preference.
The colon is also correct. In the case of the strippers, JFK and Stalin, "strippers" and "JFK and Stalin" are called nouns in apposition. The second noun - the thing named by the first noun - is typically surrounded by commas. You would say, for example, My English teachers, Ms Dabacle and Mr. Frost, taught me about semi-colons. Similarly, the strippers, JFK and Stalin, delighted the Poles. Even so, you can opt for the colon.
In the example above, a colon would interrupt the flow of the sentence. Luckily, if you do not like two commas in a sentence, rewrite and edit. You can say "JFK and Stalin were strippers in Warsaw. They frequently performed at the Sin Gentleman's Club, Warsaw's best lap dancing venue, much to the delight of the Poles."
That was a wonderful example Lil I now have seen the light.
Stalin died in 1953 when JFK was in his first year in the Senate, but you never know. JFK and Stalin might be names used by performers in a cross-dressing, transgender strip club in Berlin..