City Of Thieves has Kolya talking about how long its been since he had a shit.
Career criminal John Dortmunder (a character from Donald E. Westlake's novels) often introduces himself as "John Diddums". Variations of this exchange then happen: "Diddums?" "It's Welsh."
In Michael Grant's Gone series, when Caine meets Duck in Hunger he takes to calling him Goose.
In Terry Pratchett and Neil Gaiman's Good Omens, it is mentioned early on that any cassette left in a car for more than a fortnight magically transforms into The Best of Queen. Throughout the book we are treated to Bach (with vocals by Freddy Mercury), Tchaikovsky's "Another One Bites the Dust", and so on. Later in the book, one character manages to trap a demon on a cassette tape, and considers leaving the tape in his car, but concludes that that would be too cruel.
Terry Pratchett explained this as being inspired by situations where you've listened to all the tapes in your car and decide to buy some different music at the next services; inevitably the only thing they sell that's at all worth listening to is a Best of Queen album. Apparently, Neil Gaiman preferred the theory that tapes left in cars really did metamorphose into Best of Queen albums.
Each book has its own, personal running gag. Feet of Clay features a vampire who complains to the watch every time something goes wrong at his new job. His jobs? Holy water bottler, garlic stacker, pencil maker, picket fence builder, and sunbooth tester.
Across the later books, "It is a pune, or play on words."
"Oh no, it's Mrs. Cake!"
The two Ridcully brothers have an amusing exchange; Munstrum asks who Mrs. Cake is. The other brother, a high-priest, asks Munstrum, the head wizard, if they have evil eldritch abominations from the Dungeon Dimensions. You do? We have Mrs. Cake.
You mean evil oblong abominations, right?
In Soul Music, we have the people constantly asking if the main character is elvish (which a double pun—the book, being about rock music and rock icons while, at the same time, the character comes from an environment consistent with myths of elves).
With the caveat "Well, maybe Nanny Ogg" added if anyone who's met her is present.
In Small Gods, everybody says that "there's good eating on one of them" to tortoises.
In many of Peter David's Star Trek novels he recycles the name of a low-level security duo. They seem to transfer between Deep Space Nine and the Enterprise-D bi-monthly.
In the Far Fetched Fiction of Robert Rankin, it is a running gag that there are so many running gags. This fact is blatantly lampshaded by sentences like "I hope that isn't going to be a running gag, it's crap."
Some of his books even have "editor" footnotes giving him advice on these. The Da-Da-De-Da-Da Code, for example, has "editor's notes" telling him to stop it with running gags about policeman names, or that he's peaked way too early on the "police with sci-fi weapons" joke by giving one a doomsday weapon.
Animorphs: Initially, Ax was dead serious and Jake was truly embarrassed, but over time, even they consider their "Don't call me 'prince'." / "Yes, Prince Jake," routine to be a running joke. Variations include "Have I mentioned don't call me 'prince'?" / "Yes, Prince Jake, you have." and "The Jake formerly known as 'prince'." Jake eventually lampshades it as a running gag between them. He also specifically notes that it he doesn't say "Don't call me prince", it's a sign of how serious the situation is.
Rachel would always start off the mission by saying "Let's do it." In one book it was lampshaded when she begins with "Let's...". Marco made a bet with Jake that she would say her line only for Rachel to finish with "... go for it."
Marco of the same series has a tendency to question the sanity of the group at least once a book, if not more; most commonly in reference to the completely whacked-out plans the group comes up with. "Are you insane?!" and "This is insane!" are practically his Catch Phrases.
Also, "we have X number of your minutes remaining." / "They're everyone's minutes!" and variations thereof, which is Ax's Running Gag with Marco.
#17, The Underground, has two. The first one is the "nuts" conversation outside of the lunatic asylum, and demonstrates the fickle nature of the Running Gag when Jake attempts to cash in on the joke after the funny has worn off. And then there's instant maple and ginger flavored oatmeal...
In three different books, including the first, Marco's bad driving is played for laughs, culminating in him driving wildly in a tank.
The Dresden Files has several, but only one running through several books. MacAnally's Pub, the most-commonly used neutral ground for the series' supernatural community, is operated by "Mac", a fellow who brews his own beer. It is served warm (which offends American drinking sensibilities) but everyone who tries it for the first time goes through a virtually identical routine: a dubious look at the bottle, a small sip for politeness' sake, a surprised stare at the bottle (often followed by an equally surprised stare at Mac), and a considerably larger pull from the bottle.
He then goes on to one-up himself in Book 10: Small Favor by producing three bottles of what is obviously his private reserve. The contents are apparently as far above his usual brew as they themselves are above fill-in-the-name-of-your-least-favorite-mega-brew-here.
The Dresden Files' other running joke is Dresden's constant dated pop-culture and movie references. Initially Murphy always had something to say about them, but by the later books they exist primarily to confuse the bad guys, who don't have any idea what he's talking about.
"Some people wouldn't know a pop culture reference if it jumped up and planted an embryo in their esophagus."
Another running gag is Bob's obsession with sex, and Harry's frequent use of pornography as a bribe.
In the first three books, there was the recurring situation of Harry ending up dressed in borrowed or scavenged clothing, which was always something humiliating or bizarre such as a shirt with a peculiar slogan (Stormfront), purple sweatpants (Fool Moon) or yellow duck boxers (Grave Peril).
And alwaysgetting the crap kicked out of him. This one even makes it into the comments in the RPG sourcebooks, one of the sidebars comments between Billy The Werewolf and Harry is as follows:
How come most of the pictures of me show me beat to crap, Billy?
Are you on a case right now, Harry?
Then you're beat to crap?
Similarly, in the first few books he'd usually end up in handcuffs at some point, and ends up wearing them on one wrist for a good portion of the book. It gets to the point where Murphy asks if he has some sort of fascination with them.
Harry blows up and/or burns down buildings. A lot. So much so that the opening line of Blood Rites is "The building was on fire, and it wasn't my fault."
To the point where Marcone instructs all his various businesses/clubs to treat Dresden nicely, hopefully lessening the chance of the place winding up as rubble.
The tabletop RPG takes the running gag up to eleven and makes the above quote from Blood Rites one of Harry's aspects (defining character elements) along with repeatedly mentioning the joke in the margin comments.
By the time of Cold Days, Harry himself is a bit astonished that he hasn't burned down a building in quite a while.
A bit of in/out universe example – on every single cover Harry is depicted wearing a hat, despite never having one in the books. It goes to the point where Harry usually, about once per book, make mention of how he should get a hat like everyone keeps telling him to.
There's also one that's mostly confined to Summer Knight. In that book, Harry has to fight a plant monster, but realizes that it needs a better name, so he calls it a chlorofiend. The naming proves pointless, as the standard exchange shows:
Harry: "A chlorofiend."
[Other Character]: "What?"
Harry: "A plant monster."
Everyone mistaking Harry and Thomas for lovers.
Whenever Harry asks someone what's wrong with his Badass Longcoat, they always say the exact same thing: "It belongs on the set of El Dorado." Cops, Knights of the Cross, little girls, EVERYONE.
In Ghost Story, he's continually bitching about how much he hates being the new guy.
The Last Knight uses the running gag of one of the main characters Fisk saying "Heroism is vastly overrated".
The character Fisk will often say "Obviously, only a complete idiot would say something at this point, so I wasn't surprised when Michael said..." or something extremely similar.
Dave Barry Slept Here includes several running gags. For convenience of memorization, all major events in American history occur on October 8, his son's birthday (Most notably, he dates the attack on Pearl Harbor to "The fateful December morning of October 8."). To satisfy the demands of education professors, there are periodic allusions to the contributions of women and minorities, none of which get specifically mentioned. The later chapters have the Gag Words "The Hawley-Smoot Tariff," and at several points the end of Richard Nixon's political career is widely predicted.
In any Internet chat described in Dave Barry in Cyberspace, someone with the handle of "Wazootyman" is likely to pop up and ask, "Anybody here from Texas?"
For that matter, through Barry's entire oeuvre, there are at least two long-time recurring gags: references to booger jokes, and insisting that a certain phrase would be "A Good Name for a Rock Band." The latter of these gags has been catalogued.
If Professor McGonagall walks onto a scene in Harry Potter carrying books, expect her to drop those books in shock or horror at some point.
Several times in the first book, Hagrid gives Harry, Ron, and Hermione important information, then pauses, and then says "I probably shouldn't have told you that." This joke is also used in the movie version.
And then there's the fact that no one in the main cast likes Divination, not even Dumbledore.
Professor Trelawney never seems to predict anyone else's death but Harry's. Completely averted with an actual prediction said to Harry about Dumbledore, not about Harry.
Harry: "And Snape..." Other person: "Professor Snape..."
"Oh, don't you two ever read?" and "I read it in Hogwarts: A History."
Ron's fear of spiders crops up on occasion, notably during the second and third books.
Hermione answering teacher questions with a lightning fast-hand in the air and a response "like she had swallowed the textbook."
Hagrid's inedible cooking.
Dawlish is a running gag character. Every time he shows up or is mentioned, it is so he can get confunded, often with someone remarking on how often or how easily it happens to him.
In The Culture books, many ships have names with "Gravitas" in them, referring to the Culture's tendency to give (powerful) ships fairly lighthearted names. They can't even be serious with the "Gravitas" ships, generally giving them names that mention a lack of gravitas...
Warrior Cats: About half of the times Runningnose makes an appearance, one of the main characters has to remark that he can't be that great of a medicine cat because he can't cure his own cold.
In Lord of Chaos, Nynaeve meets Theodrin. Theodrin is very interested in breaking Nynaeve's block, which would let her channel anytime she wants. She is also very inventive. Her attempts include, but are certainly not limited to: "shock treatment" (the book doesn't go into detail, but they end up punching each other a few times), exhaustion (stay awake as long as possible), the calming effect of responsibly-applied alcohol, irresponsibly-applied alcohol, and other unpleasant extremes. They never work, but it's still funny.
Skulduggery Pleasant features the resident Action Girl Tanith Low getting hospitalised in progressively more impressive ways, all because the author's publishers wouldn't let him kill her off in the first book.
In the Dale Brown novel Act of War, people keep calling Sergeant Major Ray Jefferson a Sergeant. The man's reaction is understandably Dude, Not Funny!.
The Short Story"Wikihistory" by Desmond Warzel is presented as a forum for Time Police. The running gag throughout is people pointing out that the current conversation is off-topic.
Also, a sequence of noobies who triumphantly and smugly boast about going back in time and preventing Hitler's rise to power ... followed by increasingly irate moderators undoing their actions and repeatedly telling people to knock it off with the stopping Hitler already.
In Whispering Nickel Idols, everybody and their dog just happens to abandon a stolen cart, wagon or carriage in front of Garrett's house.
In the Rangers Apprentice book the Sorcerer in the North and the Siege of Macindaw: "It's not a lute, it's a mandolin."
Kill Time Or Die Trying: Several, but most notable is Nathan giving people Ari's number instead of his own, which culminates when Nathan is in a potentially very messy situation after hooking up with a girl he shouldn't have. Nathan says to Brad the next day 'I think Ari is going to get some really awkward messages today'. Word Of God: this really did happen, and Ari did indeed get an extremely personal message from a complete stranger.
Auley in Someone Else's War has a fear of lions and brings it up every time his regiment enters the savanna.
Jack says some Earth slang, Draycos says pardon? Jack's response? Skip it. Jack eventually makes Draycos memorize a dictonary in order to stop this gag.
In The Hidden City, someone makes an exclamation such as "Dear god!" or "Good god!" in the presence of Aphrael, and she responds with a comment along the lines of "Thank you".
In Skagboys, Renton and Sick Boy have a running gag referring to a laundromat called the 'Bendix', which is quite clearly a pun on the words 'bend' and 'dicks'. It also portrays their descent into apathy through the use of heroin, as toward the end they don't even bother to joke about it as they pass by it.