I always disliked the ending of Monty Python and the Holy Grail. Even though it was a comedy, I always hoped they would resolve the story, but instead the film ends with the entire cast being arrested. But I realized: This ending is, quite literally, a "cop out" ending. It is genius!
This troper saw it also clever for a different reason. It's a creative license interpretation to how the Legend of King Arthur ended; he goes to a climatic final battle, and ultimately killed in it. Here, he and every knight on the field were all arrested, ending the 'modern' parody of the legend.
It took my mother to point out the real punchline in the swamp castle joke: "They told me I was an idiot to build a castle in a swamp. But I built one!... and it sank into the swamp. I built another!... and it sank into the swamp. I built ANOTHER!... it caught fire, burnt down, and sank into the swamp. But the FOURTH one!...THAT one stayed up!" Of course it would - it's got the last three for a foundation.
Momentarily laying aside the Rule of Funny, I thought it was curious that the Swamp Castle guards put up absolutely no fight against Lancelot's onslaught. It makes sense, however, if you figure that the King of Swamp Castle didn't hire guards that had combat training because Swamp Castle doesn't have any problems with invaders because no one in his right mind would want to take over a castle that's in the middle of a bloody swamp.
After the Big Reveal of Camelot, note the one person who notes that 'It's only a model' - Patsy played by Terry Gilliam. Of course he knows it's a model, he directed the film.
When the two guards are arguing about the swallows and the coconuts, they mention the airspeed velocity of an unladen swallow. Maybe I was too young, or just not attentive enough the first few times I saw it, but that makes the later bridge scene even better, because Arthur did remember the conversation, but he took the pointless part, not the actual answer.
With the French taunting, one of the insults is "Your mother was a hamster, and your father smelt of elderberries!" Initially, it makes no sense, but, Genius Bonus sets in: hamsters are notable for being able to breed quickly, so essentially, King Arthur's mother was a sex maniac. Also, wine in medieval times was often made with elderberries, implying that his father was a drunkard.