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The entirety of his appearances with Noel Fielding on Big Fat Quiz of the Year 2006 & 2007. Really, all of it.
Russell's stand-up from The Secret Policeman's Ball is very memorable.
"I kind of think of it as like a friend, but do any of you have a friend that you just like, fucking HATE?"
"...an ex con has revealed...Oh, lets not query that source!"
"If you're going to have a father figure...IN PRISON...it's probably best to have one who ain't also a pedophile. He may abuse that position."
"Dave? Dave. You're not a bright man, are you mate? Never speak again. You are essentially, an oxygen thief."
A lot of funny ones.
Letter: WHO THE FUCK DO YOU THINK YOU ARE?!
Russell:(Grins and holds up paper) I'm Russell!
Whenever he refers to his massive ego after an audience has applauded him.
'It's ok. I hear it in my head, constantly.'
All of his Ponderland episodes qualify as this; They're just as smart as his live shows and the like, but he benefits from riffing on utterly ridiculous trinkets from the annals of British TV history. A particular favourite is his response to footage of a man using a computer to investigate the similarities of accents in regions of England and Australia;
Computer: 'Ow are ya mate?
Adjusted Computer: (lower) 'Ow are ya mate?
*cut to Russell*
Russell: S'like a rubbish version of Knight Rider. Ow are ya mate? Ow are ya mate? Why go to all that trouble to make a machine that asks you how you are — In a slovenly way? Ow are ya mate? Ow are ya mate? I think that man is just desperately lonely and needs a machine to have a casual conversation with. Ow are ya mate?Where are ya mates? Why are we mates?
Special mention goes to his riff on a story he found about a drunken store Santa Claus called Norbert Cleaverhook.
'"He attacked one child, then swore at the parent who intervened." 'I'm naughty Norbert Cleaverhook... DAMN YOU, YOU RIDICULOUS BOY!' 'Hey, that's my son!' 'FUCK YOU!''
'"Santas should not force Christmas on non-believers." 'Please, Norbert, we're just trying to enjoy Ramadan.' ' HO HO HO!! '