The minor Running Gag involving a dwarf officer constantly dealing with a vampire. The vampire worked in a pencil factory (where the owner, while carrying a box of pencils, tripped over the vampire's cloak), as a sunglasses tester, at a job that required dealing with holy water, etc., and kept complaining about being temporarily killed while also insisting he had the right to work wherever he pleased.
Detritus's Public Service Announcement poster regarding Slab.
SLAB: JUS' SAY 'AARRGHAARRGHPLEASENNONONOUGH'.
Angua's story about Mrs. Gammage at Biers. Mrs. Gammage is an old lady who has been drinking at the undead bar since before it was the undead bar, and never noticed the change. She was robbed once. The stolen goods were returned the next day and the thieves discovered to be mysteriously empty of blood.
"You know, you get told a lot bad things about the undead, but you never hear about the marvelous work they do in the community."
Dorfl gets some decent chuckles due to his deadpan delivery, but he gets a CMoF after denying the existence of gods and then getting struck by lightning:
"I Don't Call That Much Of An Argument."
Vimes' reaction to that is also good.
He's not just an atheist, he's a ceramic atheist. Fireproof!
Also, from Vimes in the same scene:
Priests: [Hiring Dorfl] is gross profanity and the worship of idols! Vimes: I don't worship him, I'm just employing him. And he's far from idle. (deep breath) And if it's gross profanity you're looking for—
The line after Dorfl has released the animals in the slaughterhouse district: 'The street was, as it were, coated with anxiety.'
When Vimes heard Cheery Littlebottom's name for the first time, and after everyone left the room.
Nobby's repeated proclamations of "He'd go spare!"
"...you'd be able to have him executed if you wished!" "I couldn't do that!" "Why not?" "He'd go spare!"
The best part is you can see Vimes just...refuse to accept Nobby as anything like a ruler. And Nobby would probably apologize and get back to his desk.
The wording of the receipt that sets Dorfl free:
"I Gerhardt Sock give the barer full and totarl ownorship of the Golem Dorfl in xchange for One Dolar and anythinge it doz now is his responisbility and nuthing to doe with me. Singed, Gerhardt Sock."
As Carrot puts it: "Interesting wording, but it does look legal, doesn't it?"
In the diverse cultural mix of Ankh Morpork, the words with lost or non-translated meanings get a lot of laughs; to wit, the robbers fainting in the horror that their dwarfish victims have gotten allies and were now going to hang them by the Bura'zak-ka (town hall) in punishment. Carrot actually made it even more scary by saying that they don't do things like that anymore in the modern city of Ankh Morpork (because Ankh Morpork doesn't have a town hall).
Vetinari: Commander, I always used to consider that you had a definite anti-authoritarian streak in you.
Vetinari: It seems that you have managed to retain this even though you are authority.