Adrian is clearly embarrassed at being alone with Rocky in his apartment.
Rocky: I can call your brother if that's what you mean. (Opens up the window and yells) Yo Paulie, your sister is here with me! I'll call you later, all right?
Rocky: "Condominiums? Never used 'em!'
Mickey gets a load of memorable lines during Rocky's exhibition with Thunderlips during Rocky III, but perhaps the best is one where Rocky, stunned at the size of Thunderlips, asks what a guy eats to get that big. Mickey immediately quips "About 202 pounds." Right afterwards, the announcer mentions that Rocky weighed in at 202 pounds for the bout. Something about the way Mickey starts chuckling at his own wit just seals it.
Mickey trains Rocky making him catch a rooster to develop his speed(Mickey: Ya catch this thing, ya can catch greased lightning!) After a while a frustrated Rock:
"I feel like a Kentucky Fried idiot!"
Before he chases it we get this exchange:
Mickey: Do ya have to wear that stinkin' sweatshirt?
Rocky: It brings me luck ya know?
Mickey: You know what it brings? It brings flies!
Something of a meta example: many fans were making jokes prior to Balboa coming out about how Rocky's opponent was in a no-win situation - either he'd beat up a sixty-year-old man or he'd be beaten up by a sixty-year-old man. In the film itself, a reporter says almost those exact words.
In the last movie, when Rocky first sees a black and white kid hanging out at the street corner, and Marie mentions that one of them is her son.
Rocky: You know he sort of resembles you, he got that, big irish hair.