Vetinari, after the "heroics" of Mr. A.E. Pessimal, the most prim little bureaucrat you could ever meet, got knocked out after trying to bite a troll:
"Pessimal. A.E. Pessimal?! Little man, very clean shoes?"
What makes this even funnier is that Vetinari is a complete Magnificent Bastard who not only knows what's going on at all times, but also manages to plan for everything several steps in advance. This is one of the few times that the Patrician is ever caught by surprise.
Any appearance Death makes in a Watch book, culminating in the gag in Thud! Which got partly adapted into the Colour Of Magic film.
Death:You are having a near-death experience. Which consequently means that I have to have a near-Vimes experience. Don't worry about me. I brought a book.
An exotic dancer, a dwarf who has embraced her femininity, a werewolf, and a vampire all go out and get drunk. While the last two try to explain the facts of life to the first one, and the dwarf gets drunk on Screaming Orgasms.
"It's a drink." "Really? How does it work?"
The Colon-Nobbs Brains Trust.
Doubling as a Continuity Nod, Sybil reminds Sam of their previous "vacation".
Vimes' reaction when Lady Sybil accuses him of "gallivanting off without her":
"I don't know how to vant! I don't even have a galli!"
Willikins' Suspiciously Specific Denial about the ice knife may be even funnier if you suspect he's actually telling the truth but is momentarily terribly embarrassed that he only lived up to his (well-deserved) reputation as a supreme Bad Ass by sheer happenstance. It wouldn't do his reputation any good to really have just been cutting ice, so he acts like he was being his normal worryingly homicidal self.