The fourth wall-breaking ending credits song ("Dared to Dream") to Double Dragon Neon, wherein Skullmageddon sings about being defeated by the Lee brothers. The funniest part comes at the 1-minute mark, when he sings "Here's a medal for your victory" and the Achievement Unlocked/Trophy Unlocked dialogue pops up.
He's got plenty of other moments as well:
Right after you press start for the first time in the 360 version, you get an achievement called Skullmageddon's Curse that's worth 1 GS, with the description "Nyah ha ha! Now finish what you have started!": a lot of people like to keep their GS divisible by 5 and the score can only be evened out by getting the achievement described above, which involves defeating him.
Right before you encounter him for the first time, you can find a hair pick from a barrel: if you throw it at him, it'll pin down his hat on his head, making it so that he can't use any attacks that involve removing it until he takes it off while complaining how he could be done in by such a mundane item.
When trying to kill the Lee brothers with a helicopter, he's heard saying "what do you mean helicopters can't fly upside down? Of course they can!" and then proceeds to do just that.
If you pause the game while fighting him, he comments on it in a variety of ways: