While hunting for the stashed money in Season Two, T-Bag boasts about what he'll be doing with his share of the money. He mentions heading to Thailand, and buying a new hand on the Black Market. C-Note then points out, to T-Bag's consternation, that his new hand wouldn't be white.
When going through the plan in 2x03, Michael won't let Lincoln turn on the radio. Lincoln then comments about how he can't get used to how quiet it is outside, saying how he 'got used to' the noise inside the walls. Michael responds deadpan: "You're right. We should go back."
Doubles as a Continuity Nod - on the heels of an emotional discussion about Sara's torture at the hands of Gretchen, Sara says she wants to start over with Michael.
Michael: Start over. (Beat, then totally deadpan) Okay, but, uh, does that mean I have to divorce my wife?.
Sara: (giggles) Because you're still married to a Russian stripper.
Michael: (smiles) Okay, A) I've a little busy, and B) I'm pretty sure she was Czech.
Now talking about raping someone isn't funny. But when T-Bag has Sarah handcuffed to a door he talks about feeling like a million bucks. That in itself also isn't funny, but the little dance that T-Bag does is the funniest thing for some reason.
T-Bag is roped into providing a distraction for the rest of the guys by pretending to be an animal rights activist chaining himself to an embassy gate. Seeing him try to pull off the role ("ELEPHANTS!") is good enough, but then there's his reaction to how little the job actually paid off when he got the crap beaten out of him for it.