What is a kgb?

Jim: Ding Dong.

Michael: Who's there?

Jim: KGB.

Michael: Dwight, get the door.

Dwight: I'm not answering it.

Michael: Answer the door.

Jim: Ding dong.

Dwight: No way, it's the KGB.

Jim: Ding dong.

Dwight: I'm not answering that. You answer it.

Michael: I'm not gonna answer it.

Dwight: I'm not gonna answer it, it's the KGB. [Jim slaps Dwight]

Jim: The KGB vill vait for no one!

Dwight: It's true.