Quite a few bits of dialogue from the Touhou series in general are really amusing. Like this one from Imperishable Night against Reimu:
Alice: Why the stuttering? Just yell at her like you always do. Bitch, get out of the way! Like that.
Marisa: No, don't! We'll be in for it if she gets mad!
And then later:
Marisa: Okay, okay, I give up. You're right. The endless night, stealing the full moon, hiding the human village, and putting hats on stone statues. It's all Alice's fault. Now, bitch, get out of the way!
From the same game, there's the choice between each branch, which really encapsulate Marisa's ("Go kick Eirin's ass! (Final A) / Blow up everything you can! (Final B)") and Youmu's ("Go where lady Yuyuko says (Final A) / Go where lady Yuyuko says (Final B)") personalities.
And again, Alice and Marisa, in Subterranean Animism:
Marisa: Whew... This is so hot. So hot I could die!
Alice: (Are the dolls okay?)
Marisa: Yeah, but it's so hot I wouldn't be surprised if they burned up.
Alice: (I think the dolls themselves will be fine, but it would be bad if the gunpowder inside caught fire.)
Marisa: Why the hell did you stuff gunpowder in 'em?!
The entire MAlice scenario in SA was just one hilarious line after another.
Satori: "Before that, let's search the house...." you think. I won't allow that. Please head to the courtyard immediately.
Marisa: Damn!
The discussion of Gensokyo's energy policy in the second chapter of Wild and Horned Hermit. Made even funnier when you remember how ZUN usually draws inspiration.
Sanae: True nuclear fusion isn't meant to power hot springs. It's meant to be used to establish a self-sustaining energy source. Do you know where Gensokyo's energy comes from?
Reimu: From getting your three square meals a day.
Marisa: And booze.
Sanae: =.=
Great Fairy Wars. Just about any conversation among the fairies:
Cirno: Huh, all of you really are here.
Luna: The three of us are as one!
Sunny: Though a single arrow is broken easily, if you bundle three together...
Star: You'll run out of arrows three times as fast! :D
The fourth chapter of Strange and Bright Nature Deity. Two words : Stomach Cleaning.
This little show of, ehm, teamwork with Reimu and Yukari after beating Keine in Imperishable Night:
Keine: Tell me, where are you trying to go anyway?
Reimu: That way.
Yukari: This way.
Keine: ... If you're after the ones behind the abnormal moon, it's that way.
Reimu: Hah, I was right.
Yukari: Reimu, your finger is off from hers by 70 degrees.
Most spellcards are named after historical events or items, or supernatural phenomena. Then you get some that are blatantly a Take That against a character the user doesn't like, such as Reimu's "Exorcism of the Newspaper Subscription Solicitors", which consists of a GIANT seal saying "No News Solicitations! (Thank You)"*
]], or Mamizou's "Pseudo-Exorcism of the Stupid Shrine Maiden", where she transforms into Reimu and spams her trademark homing bullets... while still having her Tanuki tail!
Marisa after fighting and insulting Futatsuiwa:
Mamizou: "You... I shall have my revenge upon you! What is your name?"
Even better, it's a Call Back to Marisa's EX stage run in Embodiment of Scarlet Devil. Flandre asks Marisa her name, and then later reveals that she heard everything that happened upstairs earlier in the game when Marisa tries to lie
For that matter, the entire Ten Desires extra stage fight is this: Mamizou uses some of the most... interesting danmaku you'll ever see. See for yourself.
Miko's third card, where she summons Futo and Tojiko over and over to attack you while not doing a single thing herself. The best part is that Futo and Tojiko will eventually start complaining about it (instead of boasting or threatening you).
In Symposium of Post-mysticism, Miko talks about how Futo used to be scared of Buddhist statues, and responded by lighting them on fire.
Miko: "And then before we knew it, the fire spread to the temple. We definitely went overboard that time..."
Marisa: "Uh, that isn't really what you'd call cowardice. (sweatdrop)"
Byakuren: "Maybe I should turn everything to stone for fireproofing. And make the statues stone, too..."