Watching the High Overseer take the Captain to see a portrait of himself, only for him to realize that it...uh...went missing
In one area, you can find two bodies, one with a sword sticking out of his chest, sitting at a card table. Looking at the score card, you'll notice the score sits at 130 to 3 when the writing is abruptly cut off.
Finding Piero peeking on Calista taking a bath. He tries to make an excuse and then admits that he's just rather lonely.
And then Corvo walking into the bath and asking if he can join her.
Should Corvo leap into the bath with her, she panics and you get a Non Standard Game Over citing that the Loyalists disbanded due to "irreconcilable hostilities."
Some of the Enemy Chatter is amusing, like a guard telling one of his fellows that he needs a bath, or two Bottle Street goons exchanging dirty limericks at the Dunwall Distillery.
Miss White's reaction to Corvo's "costume" in Lady Boyle's Last Party:
I do love a man with poor judgement!
The entire mission can be hilarious from beginning to end, if you do it right: signing your own name on the guestbook (which actually gets mentioned in a note on the Lord Regent's desk in a later mission), the various reactions from the guests to your...costume, listening to gossip, courteously fetching a drink for another guest, informing your target to her face that someone is there to assassinate her, effortlessly winning an impromptu pistol duel (and the guards don't even care!) - and eventually leaving the party with no one the wiser and getting the achievement/trophy "Well-Mannered".
Also, Esma Boyle's reaction to Corvo telling her that someone here to kill her. Please note that none of her dialogue is in any way sarcastic. She is completely serious.
Esma: Oh, but this is perfect! I love it! What happens next? Are you going to tie me up?
Corvo's first potential answer is "Never mind." However, if he chooses that, she tells him not to stop and implores him to come with her.
Know that pesky guard that won't let you into the basement? Blink down there. He'll stare in confusion at the empty space and never realise where you actually went.
You can even use your powers to possess him! Of course he's tied down and blindfolded so you can't see or do anything, but still.
You can also steal his invitation to Lady Boyle's party from his apartment. When you turn up to the party two missions later and flash his invitation, the guards say they ejected a man earlier for "impersonating" you. Naturally, you waltz in like you own the place - and leave behind the actual Bunting, who's sulking near the fence.
If you choose to go with the nonlethal route in the duel with Shaw, the two men helping still react as if he's dead. Not exactly students of Natural Philosophy, are they?
Piero and Sokolov are long-running rivals, insulting each other's plague remedies, feuding over efforts to utilize whale-oil, and generally having a good old scientist dustup. Finally, towards the end of the game, you encounter them both in Piero's workshop... amicably discussing their respective plague countermeasures and talking about how combining their approaches has real merit.
Even better, they are doing this as the City Watch lays siege to the workshop. They're both so utterly enthusiastic and excited about their mutual brilliance and love for SCIENCE! that you'd be forgiven for thinking they're not even aware that exploding bolts are pelting the workshop until you drop down to find them hiding under desks... while having their conversation.
Speaking of these two, pay attention during the low Chaos ending: when the Outsider shows the two with the cure remedy, Sokolov can be seen forcing a restrained man to drink some kind of...concoction.
In this case, it's implied that Sokolov and Piero together discovered a cure to the plague, and he's actually treating a Weeper. But both of them look happier at what they've created than the lives they've saved.
And even earlier than that: after kidnapping Sokolov and preparing to interrogate him about the identity of Lady Boyle, Piero will give Corvo some advice on dealing with the man.
When you go back to the Distillery after being betrayed by the loyalists, one of the first mission hints you get is "Many city watchmen remain standing." If you activate the improved arc-pylon invented by Piero and Solokovnote which can render every guard in the vicinity unconscious or burn them to ashes., you get another hint: "Few city watchmen remain standing."
In "The Knife of Dunwall," Daud finally finds a guard who actually did get his own squad after what happened last night, and another who's sick of his colleague talking about whisky and cigars.
City Watchman: Sir, I just wanted to say... Congratulations on getting your own squad.
Rothwild Butcher: Do you ever think about anything other than whiskey and cigars?
Other Butcher: 'Course.
Lurk's deadpan snark. The mask helps.
There's a man in a boat keeping an eye on the slaughterhouse. If I weren't such a pure and innocent soul, I'd say he's up to no good.
There's a point in the flooded district where Corvo can come across a pair of assassins, one of whom is training the other. The student is told to cross from one side of the room - the side Corvo is on - to the other, without being seen. Corvo can then follow the student through the course, without being seen by either of the assassins.
The fact that Piero and Trimble where such horrible shots that their Duel to the Death had to be turned into a coin toss.
Ah, Lizzie Stride. Specifically, Lizzie Stride reclaiming her gang after Wakefield sold her out.
Lizzie: I forgive you! All of you! I'm filled with love. But, the following people each owe me a finger: Logan, Douglas, Bang-Bang, Ferris, Pigface, the Bakers and Annabelle.
Lizzie:Two from you, Annabelle. Have a good night!
When Daud is giving you his whole speech after you beat him in a duel you can just walk away from him