In the New Deal, African Americans were discriminated against to a great extent. For political reasons, the Roosevelt administration allowed the Southern states to run the New Deal programs in their states. This generally led to a situation where the white supremacist governments of the time operated the programs in ways that helped whites but did not help African Americans nearly as much.
For this reason, African Americans made jokes about the New Deal. In the case of the NRA, they used its initials to make comments about the way they were being treated. They said that the initials stood for things like "Negro Run Around," "Negro Removal Act," and "Negroes Robbed Again." These are the sorts of jokes that African Americans made about this act.