When Marisa finds out the reason why Ryan wanted to apologize to Meiling (for calling her "China"), she thinks its outright hilarious that even an outsider would associate that name with her after being in Gensokyo for only a few minutes. Reimu has to smack her to get her to stop laughing.
Yukari has some fun at Ryan's expense when she acknowledges the similarity of his powers to those of Zero. "Dr. Wily does not approve."
When told about Sakuya's time manipulation and knife throwing, he immediately makes the connection between her and Dio Brando... then goes on to wonder whether Remilia is similar to Cars, and Yukari to Joseph.
Ryan wakes up a half-asleep Yukari with an air horn. Yukari gets one herself a few moments later, indicating that she would've sealed him in a Navi dimension if he didn't have a good reason for doing so.
Pretty much the entirety of Chapter 22, but as far as specific moments go:
Chino's attempts to enter the Scarlet Devil Mansion. On one of his tries, he figures that since most people in Gensokyo can fly, no one would expect him to climb the vines on the side of the building. He forgets, though, that said vines typically would not be able to support a person's weight...
After Remilia and Flandre discover Chino when he does enter the Mansion, Ryan decides to emulate Leeroy Jenkins and charge right for him. His attempt ends almost as soon as it begins.