There's the infamous, Narmtacular "What is a man?" conversation at the beginning of the original game.
Or that Evil Elevator? God, Alucard and Richter sound like they're absolutely terrified in it!
Or the "Holy Relic," an item that lets Alucard go underwater without taking damage: It's a snorkel.
Or the Platform Shoes item whose description is "Discreetly makes you look taller". If you look very closely (or have a big screen TV) you can see that it actually does, making Alucard a pixel or two higher.
Alucard's recollection of Trevor Belmont, which appears as a thought balloon containing Trevor's unmodified 8-bit sprite from Castlevania III.
In the confessional, if Alucard sits in the Priest's chair, a female ghost will walk up to the other seat. The one in blue will spring a trap just like the green priest, but the woman in red will start giving a tearful confession... And doesn't ever stop. Eventually, Alucard will fall asleep.
Summon Alucard's Bat familiar and have him turn into a bat, himself. The familiar falls in love with him, little hearts coming from it. It's as adorable as it is hilarious.