Every time Hammer is around, of course... especially when Mina gets scared upon her first sight of him, calling him "the man with thousands of weapons". Doubles as a reference to Musashibo Benkei. Sadly, Lost in Translation in the dub, though they worked in a pretty good running gag of everyone thinking Hammer's nuts to run a weapons shop in Dracula's Castle.
One of the rooms in Aria has nothing but a single Killer Fish left upside down out of water, and nothing else. No water, no items, just a single fish out of water. This is usually the one players will use to get the Killer Fish soul.
In Dawn, there's a room in the Demon Guest house (under the path to the Pinnacle) where Persephone and a Devil are fought in. Defeating the Devil results in its body getting sucked into a portal. If he's close enough to Persephone, the wind also catches her skirt, causing her to grab it and yell. You can also do the same thing to her if you get her soul and use her own vacuum on her.