amphiboly (or amphibology)—a phrase or grammatical structure that lends itself to more than one interpretation, such as Marx’s famous “I once shot an elephant in my pajamas.” (Groucho Marx, obviously, but who was in the pajamas?)
amphiboly arises from ambiguous grammar (grammatical); equivocation from ambiguous words or phrases (lexical)
a nifty little essay with some more detail (including Greek and Latin roots!) starts here