Beside the very hilarious expressions Aladdin and Hakuryuu had, just look at Morgiana's "grin".
In episode 7 of season 2, Alibaba trying to get Morgiana to go home so he can take Aladdin to another strip club. His arms literally extend a good ten feet placing her away from them, and then slowly stretch back to normal size.
And then there's Morgiana's utterly unimpressed reaction when she follows them and finds out what they were up to. Her indignant foot-stomp actually gets mistaken for an earthquake.
In S 2 E 10, after Kassim and Alibaba's separate magoi have fused into one inside Alibaba, Alibaba tries to smoke a cigar like Kassim used to...only to accidentally light his hair on fire.
How Aladdin defeats the Reim army. Sure, he could have obliterated them with his golem's lasers but instead he pushes the entire army all the back to shore and then has the cities shield reestablished forcing the entire army to have to do every step all over again, which Aladdin promises to reverse every time they try. You can see it in the armies faces collectively saying "Not again". How many heroes have defeated an entire army by being a total buzz kill?
Lerajie calls Kouen a "cheater" because he already has three djinn and she promised not to fall in love with anymore playboys.
Afterwards Kouha and Alibaba fight over Aladdin while a serious discussion continues. Especially funny in the anime where it's drawn out a little more than a one-panel gag.
Chapter 200: Mor is hilariously depressed that Alibaba has a girlfriend. Toto explaining that Alibaba lied about dating her and was just trying to look cool. When the secret is out, Aladdin, Sharrkan and Olba understand, give him a bro hug, and take him drinking and say one day he'll get a girlfriend. Alibaba starts crying in mixed happiness/anguish anyway. All while Morgiana breathes in relief.
There's also the revelation that Alibaba's "girlfriend" was really Garda, the gladiator beast Alibaba fought and freed back when he was in the Reim empire. This page details that there is at least some truth in Alibaba's "lie".
Even the standard message that the manga will be on break for a couple issues gets in a meta joke at Alibaba's expense. "Two week break for Magi in order to heal Alibaba's broken heart."
Chapter 201: Aladdin critiquing Yamuraiha's handiwork when she gives him new clothes and a staff.
Sharrkan getting jealous and angry at Alibaba getting taught by others. Sensing this Olba quickly leaves the room much to Alibaba's dismay.