Two in "Oh What A Knight": First, Oswald detaching his head to keep his head from being chopped off, and then leaving his shadow behind to fight for him while he goes to his girl. Yeah.
In "Trolley Troubles", as Oswald's oiling up the trolley, a little bunny stands nearby and observes. Annoyed, Oswald moves him aside, and squirts him with a shot of oil to knock him away.
The bizarre squashing and stretching tracks that Oswald has to navigate the trolley through.
Also in that same cartoon, Oswald punches a cow trying to get on.
The trade to get Oswald back to Disney is bizarrely funny on a meta level. They traded experienced broadcaster Al Michaels (John Madden's frequent commenting partner) for a cartoon character. Even Michaels thought it was funny. For many Disney fans, it's correcting an eighty year long blunder, but in the very simpliest form, Disney traded a human being for a cartoon rabbit
In the 1930 Lantz cartoon "Not So Quiet", Oswald is a World War I soldier sent by Pegleg Pete to deliver a message to the western front. Upon delivering the message, he reads it over the receivers' shoulder: Shoot this guy at sunrise. The sun begins to rise, and Oswald reaches over the horizon and pushes it down; it's visibly, and hilariously, annoyed.
Later, a cannonball is coming at Oswald—but then cheers sound offscreen, and someone puts a sign up reading "Armistice is Signed." The cannonball laughs, cheerily shakes hands with Oswald, and melts away.
In the 1930 short "Mars", Oswald arrives back on Earth via a comet just in time before Pegleg Pete and his girlfriend get married—by explosively crashing headfirst into Pete, giving an instant-KO, while Oswald and his girl walk off happily.
In "Radio Rhythm", there is a very funny, broad visual gag where a singing walrus literally becomes pencil thin (as in, his whole body becomes a single stringy line when he's hitting a note)!