Princess Celestia is ambushed and mugged while wandering around Canterlot in her civilian guise Sunny Skies. The Stupid Crooks subsequently decide to hold her for ransom, realizing she's nobility, and Celestia decides to play along with them out of amusement. Especially hilarious is when Celestia feels "something akin to being struck with a pillow in the back of the head" and takes a moment to remember they're trying to knock her out, before dramatically collapsing.
Before that, during a meeting of Day Court, two nobles get into a shouting match and start being extremely disrespectful to one another. Celestia's response? Telling them if they're going to act like children, they will be TREATED like children and pulling them out of the room by their ears, telling them both that next time they come to a banquet, they're not allowed to have dessert. Everyone reacts to this punishment in shock.
Later Luna tries something similar when she holds court. It fails, however, because no one particularly likes moon pies.
So she tells them next time they come, they'll be staying at Hotel Moon!...A run down, incredibly unsanitary hotel not to far from the palace, which DOES horrify them.
After her kidnappers spend a few minutes coming up with code-names so their captive can't identify them...Celestia points out that she's already seen them in full view long enough to identify them. One of them tells them he has a friend who could hide them...saying the entire address out loud for Celestia (who has said she has an excellent memory) to hear. The only reason Celestia doesn't Face Hoof is she's tied up.
Luna, while trying to get a confession out of the arrested crook, Luna gets sidetracked by his skills at massage and fails to do so. When Shining Armor calls her out on this, getting a laugh out of it, Luna threatens to tell the guard about the games he and Cadence play at night if he doesn't keep quiet...
Shining Armor: Hey, Candyland is a fun game, and it was Cadance's favorite when she was growing up!
Luna: Be that as it may, must thou squee like a schoolfoal when thou reaches Princess Lolly?
What is Celestia doing while the above happens? Winning back all the money the crooks stole from her in a poker game. Easily.