The introductions of Merritt McKinney and Jack Wilder. The former hypnotized a woman and then revealed the husband had cheated on her - fleecing the husband to make her forget while the latter promised to pay someone $100 if they figured out his trick - paying the sleuth using the sleuth's own wallet.
As the horsemen try to flee their performance in New Orleans, we get the brick joke:
Bradley is holding his phone up taking pictures of the four horsemen's first act when he's asked to relinquish his phone as doing so isn't allowed. As the attendant is walking away, both Bradley and his assistant shift showing that they're holding video cameras on the entire event.
Why was he holding up his phone? So that it would be noticed, and taken - and the attendant's attention would be misdirected.
"I'M TRACKING MYSELF!"
Merritt revealing that one of the other FBI agents is a crossdresser.
The entire interrogation scene, for example Merritt asking the detectives if this is their first date and Atlas's whole "smartest guy in the room" shtick.
At the end, the Horsemen's reactions to realizing Dylan is in The Eye.