Joachim's introduction as Grand pappilon intro speech. (Especially considering the sinister music that plays just prior), with the entire party going 'what?'
Ditto to the next dungeon where Joachim has a complete Cheesy confrontation with Veronica... Where he is powerless till he gets his mask back
This particular moment from the second game:
Yuri: Bite me.
Asmodeus-Rasputin: No, it is YOU who will bite ME!
Astaroth: What do you wish, human?
Yuri: I wish you'd shove it. You know where.
In Covenant, the Uncanny Valley turns what would have been the saddest moment in the game into a funny moment just because Yuri's face looked so ridiculous.
In the first game where a flashback of young Yuri talks about how he wants "lots and lots of siblings'" and how "Mom and Dad can make babies if they are together" to his mother. Then the very next scene went downhill from there.
The Running Gag where you name Roger Bacon. In the first game, you first meet him and he introduces himself, cutting to a naming screen. And then you get interrupted when he starts looking at the screen and asking if the player thinks they're going to travel together.
When Roger Bacon or rather, Albert Simon makes his escape during the summoning of the Seraphic Radiance, he mocks the heroes by offering them to come to London, to join him in a "spot of tea". He then gets beaned in the head when his protective barrier fails him and actually says 'Doh'.
The entire exchange between Margarete and the street kid Joshua, who keeps calling her 'ma'am' when she insists on being called 'miss'.
Joshua: Really? Thank you, miss ma'am.
Margarete: *sweatdrops* I don't appreciate that phrase.
Yuri: Ha ha! Now that's a brave lad there.
The beginning of Disc 2. The group is discussing the situation, implying Yuri hasn't recovered from injuries he received in the previous battle, and Lucia wonders if he'll die. Anastasia tells her she's never heard of some one dying of seasickness. Sure enough, Yuri has already recovered and is otherwise unhurt, lying face down and scratching his butt as he sleeps off the nausea.
Let's not forget this immortal line from the second game before you fight a giant cat( No Really): "That's one big pussy"
Take Anastasia to Kurando's mother after you unlocked Kurando's second fusion...it must be seen to be believed.
In the first game, Yuri on the Smuggler's Boat. He gets severe seasickness and for the first part of the area he cannot even run in the field when you control him. When you talk to Margarete, Yuri almost vomits but Margarete yells at him, so he swallows it. Maragrete then chastises him for swallowing it.
Roger Bacon Who is actually Albert Simon in disguise does an evil laugh and then a Homer Simpson grunt when he gets hit by something.
Roger Bacon's first scene in Covenant. After he finds out that Yuri and company gave Nicholai the Emigre Manuscript, he launches into an emotionally-driven speech about how he never once revealed its location even while being tortured...only for Yuri to smack him in the middle of said speech.