The episode "London Town Treachery" had the mobsters in a hot air balloon and Dum-Dum has a pair of binoculars, searching for Penelope. But the binoculars are still in their case. Clyde tells him, "It would work better if you took the binoculars out!" Dum-Dum does just that—only he's now looking into an empty case.
Dum-Dum: It still doesn't work, Clyde!
Penelope calling the Ant Hill Mob to ask for help. When Pockets answers the phone he says, "You don't say!" several times. Then he hangs up and Clyde asks him where Penelope is.
Pockets: She didn't say.
It should be noted that that joke is pretty much as old as the telephone itself. It was most famously used by Spike Jones and His City Slickers' rendition of "Chloe".