Not in the main series, but Xenosaga Freaks, being basically a Fanservice package, is made of this. Highlights include catgirl KOS-MOS(complete with sound effects), Ziggy getting manhandled by the Professor, and MOMO's frying pan of doom. You'll need to understand Japanese though...
The Brick Joke involving the E.S. Asher's cannon in the Miltian Conflict.
Given his insanity and hamminess, it was only a matter of time before Albedo came up with one. At the end of Episode II, when Albedo is about to unleash a space-time anomaly in an attempt to make the universe Ascend to a Higher Plane of Existence, he exclaims "Happy days are here! They'll name a holiday after me!" Assuming of course that the idea of holidays exists in the other universe, and yes he actually says that.
Earlier in the game: "The smell of rage evaporating off your body. Sure you donít suffer from excessive norepinephrine?"
Kos-Mos "reassuring" Allen and Shion that they would die of suffocation before starvation. Shion freaks Allen out even more by threatening to release the safety hatch if Kos-Mos doesn't obey her.
Heck, just before her, her "negotiations" with the crew of the Elsa. When they refuse to take her to Second Miltia, she warns them that she could just as easily break into the ship and let them get sucked into space. Then she warns them that she will destroy the ship if they try to accelerate and leave her behind.
Go play Ha Kox in episode III. The voice actors were given free rein to be deliciously hammy; the characters will all yelp something in a ridiculously exaggerated tone of voice when they "die" in the game. Yes, even stoic Canaan will make you wet your pants laughing!
My existence IS ETERNALLLLL~
IT CANT' BE HEEEELPPPEDD...
I apologize! I COULDN'T COMPLETE MY MISSIOOOOONNNN...!