Though it's mainly dramatic, the moment Dennis hits the wall is also hilarious - because it's a hallucinatory solid brick wall.
The newscasters' increasingly enthusiastic, bordering on unprofessional, attitude towards Dennis's completion of the marathon.
During the Training Montage, Dennis cracks numerous eggs into a glass and tries to drink from it. He fails miserably. Also during the same montage, he falls over trying to use a skipping rope. The whole montage, really.
Dennis keeps forgetting the keys to his flat. When he tries calling Mr G to let him in, Mr G doesn't appear to recognise him. Especially funny the second time: