when a criminal has Henry as a hostage, he asks Longmire what he is worth to him. Longmire states that he has known him since he was a boy only to state he has $20 on him. Henry can't seem to help but give Longmire a "you can't be serious" look.
And then later after disarming the guy, Henry compliments him on his shot. Longmire just comments he couldn't let the guy take his truck.
Then there is the time Henry's girlfriend calls him up to flirt with him... while the lines are being listened to by the police.
Henry: Deena, the police are recording this phone call.
Deena: I bet they are, 'cause what I wanna to do you is against the law.
Walt finds out that his daughter Cady has been working at the Red Pony parttime, and he doesn't seem happy about it. But shortly afterwards, Cady finds out that a "hot guy" at a certain table was a potential hitman. The smile on Walt's face when he says "Yeah. These are the kind of people you come across when you work in a bar" is just has such a smartass Take That to it, given the context.
"A Good Death is Hard to Find"
When Walt tells Branch that they're going to go see Lucian, the look on Branch's face clearly says "Let's not".
The cowboy's "poetry" when Walt enters the Red Pony.
"The ideal woman is like a good cowboy stew-
Meaty and saucy and easy to chew.
Her spuds should be yummy without being gummy
And her scent should never turn your face blue."
And then, following that, Henry and Lucian's reactions.
Walt: Lucian, we need to talk.
Lucian: (Grinning) Good, 'cause this here boy's a few iambs short of a full pentameter anyway.
Walt: (To Henry) Can we use your office?
Henry: (Flatly, as he pours a great deal of alcohol into his own glass) And miss all this?