From the Christmas special, everything between Achmed, Jeff and Guitar Guy. Jeff and Guitar Guy trying not to laugh, and accidentally combining scoliosis and polio due to a slip of the tongue.
Achmed: What the fuck is polosis?
"Poliosis" is an actual disease, though it obviously has nothing to do with scoliosis or polio.
One of the few instances where Dunham doesn't use his puppets - relating the story of the small dog his wife and daughter recently adopted. The dog was quite dumb, with the particular incident cited being carrying a stick longer than its body in its mouth length-wise. While running and carrying the stick like this, the dog angled its face toward the ground and wound up pole-vaulting. While his wife and daughter rushed to help, Dunham was laughing his ass off.
"Then I thought, 'Damn, if it had been going a just little bit faster, I'd have a new puppet: a chihuahua on a stick!'"
During one skit with Walter, a random guy from the crowd gets up to take a bathroom break. Walter decides that he's not getting away with that and shuts the show down to wait for him.
Walter on arguing with his wife:
I take a look at my "What would Jesus do?" bracelet. So I tried turning her into a fish. Begone, Satan! Hello, Shamu.
There's also the burning followup to that: "At least Shamu only has one blow hole."
For the Halloween Special, the puppets all dressed up as the thing they fear the most (save Peanut & Jose, who were parodies of Batman and Robin). Achmed was an American woman. That is all.
Bubba J taking a gun safety course: "Got it. Don't aim it at anyone that you like."