When the Cold-Blooded Torture of Mickey Duka is revealed to be a farce to scare him into talking. Frank has the man upside from the ceiling as he lights up a blowtorch and describes in great detail what will happen to him as the superheated flame touches his body: he'll smell burning meat and won't feel pain, at first, but rather a terribly cold sensation as the nerves die. He then walks behind the mook, roasts a steak with the blowtorch and begins jabbing him in the back with a popsicle. And when he finishes, he puts the popsicle in Mickey's mouth.
Howard: You know, Jim Bowie, the colonel... the man who died in The Alamo... had a knife named after him. He was a gambler. And when he was accused of cheating at cards, what he would do is take the guy in the other room, move the furniture like so... then he'd take his knife, he'd throw it in the ground... and the one that left... got the money.
*sound of Saint's surviving son screaming before an explosion goes off*
Frank: ...Both of 'em.
Frank's fight with the Russian, with "La Donna E Mobile" playing throughout it all, and the Russian himself turning many of Frank's countermeasures on their heads.
Every one of Frank's stunned reactions when he realizes the Russian can either tolerate knife wounds or outsmart every trick Frank knows. Special mention to when he pulls a hidden Hand Cannon from a desk, only to have the Russian pin his wrist down and slam a 40-pound dumbbell on the gun's barrel, smashing it flat. Frank's reaction here is less "Oh, Crap!" than it is "Dude, fucking seriously?"