What's Team Chaotix's solution to a technical problem? Smash the computer! Believe it or not, it works every time.
GUN Soldier: Hey? Where's my bike? Has anyone seen where it i— (Shadow runs him over with a motorcycle)
When you've run out of lives against it, or for very rare instances, the Egg Dealer will sometimes hurt itself during its opening attack.
"Behold, my latest and GREATEST creation!... N-no, wait! ABORT LAAAAUNCH!!! "
Eggman saying "What?" on two occasions. In the "Black Comet" Hero ending, before the boss fight, he sounds completely dumbfounded as to why Shadow wouldn't want to give him the Chaos Emeralds. In the "Cosmic Fall" Dark ending, before the boss fight, Eggman sounds rather disproportionately aggravated, as though he resents having his little monologue interrupted.
Shadow: Not you again.
Sonic: Nice to see you too.
Playing as Maria is possible in the levels The Doom and Lost Impact. What makes this even funnier is that she can break down walls, robots, and other things.. justbyslappingthem.
In Westopolis, you can pick up a signpost and brain people with it.
In The ARK levels, sometimes a GUN soldier will shout out, "Mr. Yuji Naka is alright!"
In the Last Story, Black Doom poisons Sonic and friends with a paralyzing nerve gas. Unfortunately, Sonic and Amy react more like they've smelled something really bad.
This gem from the Egg Breaker fight in Mad Matrix:
Espio: (said while you are fighting Eggman after destroying one of his robots) Stop! We can't let Eggman know we're here!
And of course, this line. The emphasis on 'Damn' just makes the whole line seem insanely silly.
What's even better is that the subtitles are rendered thus: "Where's that damn FOURTH Chaos Emerald?" due to the game's weird thing about allcapsing numbers related to the Chaos Emeralds.
In fact the blatant overuse of 'hell' and 'damn' in a clear attempt to make the game seem Darker and Edgier makes the entire thing utterly hilarious.
When Shadow decides that he's going to smash open a box and just grab the Chaos Emerald powering it, first you're like "Shadow, you're a dick." Then the alarm starts blaring and the Oh Crap look on his face is priceless. It's like "Oh yeah, I forgot about that part..." Then he has a flashback which takes him to one of the most horrible levels in the game, which serves him right.
Not to mention how amused Shadow sounds when he discovers the emerald.
Shadow: A Chaos Emerald? You've got to be kidding me, guys! This is like taking candy from a baby, which is fine by me.
After the Death Ruins' "Hero" level, the following cutscene is pretty hilarious. Shadow mocks Black Doom, who says that Shadow must rest for "tomorrow's ritual"...right before summoning a ridiculously big Black Bull for Shadow to fight.