At the end of World 2, Josh says this is the furthest he's ever played into the game and everything else will be blind. Jeenius tries to reply "This is further than I've ever got by a long shot" but ends up saying "This is further than I've ever got by a laptop." This later gets a Call Back in Rayman Origins.
In episode 9, they go to ridiculous lengths to complete a level without the humiliation of getting a Game Over. Then after all that trouble, in episode 10 they completely lose track of how many lives they have and get a Game Overthen. Super Jeenius' reaction has to be heard.
They complete a difficult level but without getting all the Kong letters in it, then discuss when to go back and get the ones they missed. Josh suggests 'at the end of the world' (as in group of levels) which Jake misinterprets as 'when the world ends on December 21st 2012'. This leads to them actually going back and doing a level (ironically a different one, as they misremembered which one it was) on that date, months later.
At the end of Episode 17, Josh and Jake high-five, there's a loud slap and you hear Josh whimper in pain from where Jake high-fived him with all his strength.
Jake: He chose poorly.
In episode 21 here. One enemy type fires electrical bolts at them, up until this point all of them have done so horizontally or vertically, then Josh gets killed by one in a secret stage firing his bolt at an angle. You can see where this is going by now.
His Tempting Fate moment in episode 8 when he says "I don't remember this level being terribly difficult" and instantly sends himself flying off the first platform and dies.
His inability to pronounce "Cosmic Comet" in episode 10.
In episode 14, the entirety of his attempting to do the secret star of Freezeflame Galaxy. ESPECIALLY when he somehow glitches his way out of a fall.
In episode 15, he keeps trying to start a sentence talking about comparing the two Galaxy games, only to keep getting squashed by the same Thwomp over and over.
Later on he tries to jump for a star, but keeps accidentally talking to Toad when he pushes the button, to his annoyance.
In episode 16, after seeing a level is called "Blasting Through The Sand", he sings "Blasting through the sand, in a one-horse open sleigh! Why would you use a sleigh in the fucking sand? You idiot!"
In episode 18, after Josh nearly dies on Bowser's Dark Matter Reactor, he lapses into nervously singing his commentary...and he keeps nearly dying, so he just keeps going.
More of a meta one, but if you've seen Super Mario Galaxy Versus (which Josh wasn't in) it's amusing how opposite his views of the game are to Attacking Tucans' - for instance Josh preferred the sequel while Tyler hated it, and Dusty Dunes Galaxy is Tyler's least favourite level but one of Josh's favourites. Even when they're not even in the same video, they sill manage to disagree about everything!