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!
Ken: I'm sorry I got you into this. Ryu: I'm sorry I listened.
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.