Just after the second giant-chainsaw helicopter thing is destroyed:
Zukovsky: We may have no roof but we have four good walls! (walls collapse) Zukovsky: *out of shot* The insurance company is never gonna believe this!
"I've always tried to teach you two things: First. Never let them see you bleed...Always have an escape plan" And then Q exits on the elevator he's standing on. Also a Moment Of Awesome as it was Desmond Llewelyn's final appearance as Q in the series before his tragic death.
After tricking a snowmobile driver into driving off a cliff James delivers the Bond One-Liner "See you at the lodge" only to have a parachute open up and the entire snowmobile safely descend back down the mountain. Bond's look of total annoyance at the mook ruining his line is priceless.
When Renard repeats Elektra's "There's no point in living if you can't feel alive" line, Bond says "Huh?!" in the most dumbfounded tone of voice possible, and his facial expression is just hilarious.
When Dr. Christmas Jones orders Bond not to make any jokes about her name, he replies, "I don't know any doctor jokes."
When Zukovsky finds Christmas in his office, he looks her over and says, "Who are you, and how did you get in? I'll call security and congratulate them. Drink?"