A shout-out in the first chapter of the series to Harry Dresden, when Alex's narration mentions rumor of a mage in Chicago who is in the phonebook under "Wizard".
In book 2, while under attack by a hidden sniper, Alex's inner monologue reacts quite comically when he realizes that he's in the sights of an RPG.
Alex: He was going to shoot me with a what?
Some of the articles can be pretty amusing as well. There's the hypothetical account of a novice fire mage attempting to break the Masquerade, running from approach #1 (Honesty) all the way to six (Testimony, Visual Evidence, Video Evidence, Eyewitness Evidence, Repeated Eyewitness Evidence), and then there's the last one...
Mage: "You think THAT'S not real fire? You believe me NOW, asshole?"
Normal: AAGH! I'M BURNING! OH GOD, THE PAIN, THE PAIN! MAKE IT STOP!
Things generally go downhill from this point on.
In the first book Alex and Arachne are discussing how hard Alex is on clothes. A discussion which includes the line "Besides, that thing with the inferno elemental was not my fault!" They both refuse the explain when Luna asks what they're talking about.