The entirety of the conversation between Osbourne Cox and Chad Feldheimer (and later Linda Litzke) over the phone.
Chad Feldheimer: I thought you might be worried...
Osbourne Cox: Worried?
Chad: About the security...of your shit.
Chad: (late in the conversation, after he has already confirmed several times) Osbourne Cox?
Chad: (after hanging up on a very angry Osbourne Cox) I am very fucking surprised he did not give us that reward.
"WHAT THE FUCK ARE YOU DOING IN HERE, YOU FUCKER?!"
"I'm not here representing Hardbodies."
'I know you. You're in LEAGUE with that moronic woman. You're part of a LEAGUE of morons.'
"You think it's a Schwinn!"
Chad's "Hi, please don't kill me" smile before Harry shoots him.
That scene when one of the very few truly sympathetic characters is having his head hacked to pieces, it's all very upsetting... and then the scene cuts to the security guy trying to explain the incident to his boss. It is very impressive control of audience's emotions. They go from being distraught to cracking up.
Any scene where Chad tries to blackmail Osbourne Cox.
The chair. In addition to the gag itself, it's done amazingly well as the movie sets up what Harry is building as something important. Then he reveals an elaborate sex toy.
The entire final conversation between the Director and Palmer.
Director: What did we learn, Palmer?
Palmer: I don't know, sir.
Director: I don't fuckin' know either. I guess we learned... not to do it again.
Palmer: Yes, sir.
Director: ...I'm fucked if I know what it was we did.
Palmer: He...shot the analyst. He shot Cox.
Director: Good. Great. Is he dead?
And four words that sum up the movie perfectly:
Director: Jesus, what a clusterfuck.
Cox: Give me the CD!
Chad: As soon as you give us the money, dickwad!
(Cox punches Chad in the nose; Chad wipes some blood away)
Chad: You fuuuuck! *runs out of the car in tears*
Harry's melodramatic freak-out in the park when he starts to suspect Linda of being a spy. His OTT facial expressions when he starts suspecting every single stranger in the park of being a CIA lookout are hilarious.
Made better by the fact that one of them actually WAS a CIA agent.