Shinji in Blank Form in Episode 1. He manages to summon his new sword, goes charging at the monster like a badass...and gets flicked aside, his sword broken.
In Episode 2, Shinji smashes his head on the portal window he didn't go through.
In Episode: Final, after a ghost story-telling session at the teahouse, Grandma Sanako Kanzaki dresses up as a Nopperabou, scaring the bejeezus out of them...including Ren.
Episode 29 is absolutely priceless. Reiko has been kidnapped, and a lady is the suspect, so Shinji decides to investigate by pretending to be a salesman to get into her apartment. Once he enters... Kitaoka is already there with basically the same plan. Cue the doorbell ringing, and REN entering in exactly the same getup as Shinji. It gets even funnier when the two of them pretend to be selling random pieces they swiped from the café, and then smugly look at Kitaoka and ask what he's got... and he whips out his business card.
Episode 30, in its entirety.
In the 13 Riders Special, Shinji attempts to find an ally with any other Rider. At one point he's nearly run over by Itsuro Takamizawa's limosuine. Next thing he knows, he's dragged into a conference room by three very tough-looking employees of Takamizawa's. When Shinji tries to protest this treatment, the same three very scary men step in. Shinji wisely decides that discretion is the better part of valor here.