In the UDON comics, T. Hawk openly denounces and criticizes a Rainbow Mika match (as T. Hawk adamantly hates wrestling) while at the restaurant where El Fuerte works. El Fuerte overhears this in the kitchen and threatens to beat up the offender, and charges out wearing both a Rainbow Mika shirt and apron. And then El Fuerte sees who the offender is. Cue awkward pause.
It's the very slow Double Take that causes the laughs, though.
Also from Zangief: After Bison's narm-filled speech about the new world he's going to build, Zangief tearily says "That was beautiful". Dee-Jay then gives him a look that clearly shows how stupid he thinks his comrade is.
Zangief's delivery as he holds open the only exit from Bison's exploding base:
Zangief: (as earnest as a small child) Quickly, this way!
On learning that Guile is "dead."
Dee Jay:(excitedly) That's GREAT news, General! Congratulations!
When Dee Jay attempts to escape from Shadaloo with a chest full of money and almost gets spotted:
Dee Jay: Oh, mon, I should have stayed at Microsoft!
Earlier, when the AN begins storming Bison's fortress, the General starts giving a speech to Dee Jay about facing defeat together. Dee Jay, standing behind him, gives a look that clearly states "Bitch say what?" before quickly sneaking away while Bison keeps talking. It really has to be seen for the full effect.
What makes it even better is that at some point during this, there's a gunshot and a scream somewhere behind them; Dee Jay casually looks in that direction, and then decides to get the hell out of there.
When he and Sagat open the chest, it's full of Bison Dollars, which are completely worthless.
Sawada's subordinate taps into Bison's surveillance system, and he says the footage may be very important. They find Zangief fighting Honda on the Bisonopolis mockup, complete with kaiju sounds.
Bison summing up his motives:
All I want to do is rule the world, is that so much to ask?
Guile's convincing American accent.
Jast take da hastagas ou'. If A'm nat upsite in fifteen minnits, go on without me.
There's a short scene where Guile is caught without a gun in Bison's hideout by a bunch of armed Bison mooks. He pulls his only weapon: a knife. The mooks start backing up because Cammy and TheCavalary arrive behind Guile right at that moment, but Guile doesn't notice and thinks the mooks are scared of him. He then spends several seconds being all cocky and impressed with himself before Cammy calls out, at which he deflates like a pricked balloon. Say what you want about Van Damme's accent and lack of dramatic acting ability, but he really sold the comedy in this scene.