"Suppose we have only dreamed, or made up, all those things—trees and grass and sun and moon and stars and Aslan himself. Suppose we have. Then all I can say is that, in that case, the made-up things seem a good deal more important than the real ones. Suppose this black pit of a kingdom of yours is the only world. Well, it strikes me as a pretty poor one. And that's a funny thing, when you come to think of it. We're just babies making up a game, if you're right. But four babies playing a game can make a play-world which licks your real world hollow. That's why I'm going to stand by the play-world. I'm on Aslan's side even if there isn't any Aslan to lead it. I'm going to live as like a Narnian as I can even if there isn't any Narnia."
Bonus points for Puddleglum, because he managed to achieve a Shut Up, Hannibal! epic win even after conceding to everything she'd said.
Harry Dresden of The Dresden Files does this a lot, though mostly to the mobster Marcone. It should be noted, though, that Harry reacts this way even when Marcone is making a very reasonable offer and being very polite about it. Harry can be kind of a jerk himself. Marcone's general response is to snark back and look amused. Also, when the hero has called up the gangster on three occasions in the books (Death Masks, White Night and Changes) and asked the gangster for help — and received it— but Marcone is a bad guy. In each case, Marcone got something HE wanted as well, even if it was only a bit of leverage on Harry. Marcone is criminal scum with style.
One of the more dramatic ones is when Harry gives one of these to Queen Mab at the end of Ghost Story. When she brings him back to life, Harry says he will honor his word, but must do it his way, or else he becomes a mindless thug. In a partial subversion, the recipient is both furious and elated at this statement.
Go back. You call yourself some kind of goddess and you know nothing, madam, nothing! What don't die can't live. What don't live can't change. What don't change can't learn. The smallest creature that dies in the grass knows more than you. You're right. I'm older. You've lived longer than me but I'm older than you. And better'n you. And, madam, that ain't hard.
This is one of Pratchett's Big Ideas: in the book, Vimes thinks: "If you have to look along the shaft of an arrow from the wrong end, if a man has you entirely at his mercy, then hope like hell that man is an evil man. Because the evil like power, power over people, and they want to see you in fear. They want you to know you're going to die. So they'll talk. They'll gloat. They'll watch you squirm. They'll put off the moment of murder like another man will put off a good cigar. So hope like hell your captor is an evil man. A good man will kill you with hardly a word."
"The machine ain't broken, Carcer. The machine is waiting for you. The city will kill you dead. The proper wheels'll turn. It'll be fair, I'll make sure of that. Afterward you won't be able to say you you didn't have a fair trial."
Gandalf does this to Saruman in The Two Towers, and destroys Saruman's staff for good measure.
Théoden does this to Saruman right before Gandalf does; Gandalf just has a bit more oomph to it.
In The Return of the King Gandalf is being lectured by Sauron's messenger, who tells Gandalf "Those are the terms. Take them or leave them!" Gandalf, knowing that the messenger is lying, saying "These we will take!" and then zaps the messenger and takes Frodo's gear.
There's an attempted but failed one from Túrin to Glaurung when they first meet. Glaurung releases Túrin from his spell, having given him a Hannibal Lecture with him stuck to the spot by hypnosis and then gives him another when the spell is lifted. Túrin comes forward to try to stab his eyes out with his sword, but Glaurung "towers above him", puts him back under his spell and resumes the lecture.
Detailed further in this trope's quote page is the gem from the climax of Blade of Tyshalle.
Big Bad: Come, then: Let us meet as men, standing face-to-face, for the surrender of the sword. I applaud your sense of ceremony: Grant and Lee at Appomattox Courthouse, rather than Brutus at the feet of Ant— Caine:(points Kosall at him) You talk too fucking much.
In Bones of the Hills, when the Mongols have razed the Assassins' fortress, the Old Man of the Mountains attempts to break Genghis Khan by telling him he doesn't understand anything, that he only knows destruction, and that nobody will remember him after he's gone. The gurkhan just laughs and orders Tsubodai to kill him.
In Red Dragon, Will Graham comes about as close as anyone gets to giving Hannibal Lecter himself this treatment. Granted, he says it out loud to a written letter, but it shows exactly what he thinks about having the same motivations as a deranged serial killer.
Earlier in the book, he calls one of Lecter's bluffs by walking away when he tries to get a lecture rolling.
In Shadow Puppets by Orson Scott Card, Achilles has stolen Bean's test tubes babies and blackmails him into coming onto his home turf unarmed. Even trying to ransom them, using one as a shield saying he wouldn't dare hurt it to which Bean responds by crushing it beneath his foot. Then Achilles realizes he's been betrayed by his 'compatriots'. Suddenly Bean has a gun and Achilles has a knife.
Achilles:You can't just kill a man in cold blood, no matter how much you hate him. It's not in you to do that. Bean:Yes it is. (shoots Achilles in the face)
In Felidae by Akif Pirincci, Francis delivers this to Pascal/Claudandus shortly before their final battle.
Francis: 'Everyone wants to rule the world', I said, filled with sorrow. 'Really, absolutely everyone. That's what it's all about, isn't it? That's what it's always about in the end. And every species believes that it's number one. Every individual is firmly convinced that he or she alone has the right to ascend to the throne and issue orders to get rid of others. And in reality everyone is fooling themselves, because up there on the throne it's lonely and cold. We don't have anything more to say to one another, my friend. I understand the reasons why you unleashed this nightmare, and I don't want to conceal from you either that I harbour certain feelings of sympathy for your remorselessly cruel plans. But not at this price, no, not at this terrible price! I will fight you and do everything in my power to destroy your life's work. This I swear as sure as I am standing here. And I'm going to begin by deleting this unspeakable program. I'm sorry...'
In one of the most surprising examples of this trope, Aibileen, of all people, interrupts Miss Hilly's attempts to threaten her at the end of The Help and then proceeds to blackmail her:
Miss Hilly:I won't tolerate liars. Aibileen:I didn't steal no silver, Mrs. Hilly. Miss HillyI'm not talking about silver. I'm talking about what you wrote about Elizabeth. She has no idea Chapter Two is about her and I'm too good of a friend to tell her. And maybe I can't send you to jail for what you wrote about Elizabeth, but I can send you to jail for being a thief. And your friend Minny? She's got a nice surprise coming to her. I'm calling Johnny Foote and telling him he needs to fire her right now. And I'm pretty darn close to Johnny Foote. He listens to what I- Aibileen:Miss "Hilly". I know something about you and don't you forget that. And from what I hear, they's a lot of time to write a lot a letters in jail. Time to write to ever person in Jackson the truth about you. Plenty a time and the paper is free.
In the novelisation of Iron Man 2, Tony throws Ivan's words about being a thief and murderer back in the latter's face by pointing out that the latter has himself taken lives.
Michael Oversteegen gives an absolutely brilliant one to the Mesan Navy commander in Crown of Slaves.
"At least, Sir, the uniform of the Queen of Manticore has never been sold t' the service of whoremasters, murderers, pedophiles, sadists, and perverts. I suppose, however, that those of you who choose t' serve in the navy of Mesa feel comfortable amid such company."
Aivars Terekhov gets a similar one in The Shadow of Saganami.
"And honesty compels me to add that neither I nor any other Manticoran officer have conspired with genetic slavers, pirates, terrorists, and mass murderers to commit acts of war on the sovereign territories of at least two independent star nations. Your government has done precisely that. My responsibility to see to it that those unprovoked and murderous assaults end now overrides any responsibility I may have towards your personnel."
In the very first book of the series, On Basilisk Station, Honor's Executive Officer shuts up the overbearing industrialist Klaus Hauptmann, who's just threatened Harrington's parents' careers if she doesn't lay-off her hard-assed approach to customs inspections, when he points out the threats could be seen as conspiracy to commit treason given that one of Hauptmann's power satellites had secretly been used by criminals and the timing makes it look like he's trying to cover it up.
Mara Jade gives an awesome one in I Jedi, mockingly comparing the villain-of-the-week to Darth Vader and Palpatine.
Near the end of the Time Scout series, Kit Carson shuts up Senator Caddrick then goes back to bed.
Sisterhood series by Fern Michaels: In the book Under The Radar, the Prophet Harold Evanrod gives his followers of the pedophile polygamist sect Heaven On Earth a speech about how the outsiders who have invaded their homes are doomed to damnation and that the Heaven On Earth people are righteous and will prevail. Kathryn Lucas responds, "Cut the bullshit, you creep, and do what this guy tells you, or you'll be picking your brains off your upper lip." That makes him shut up.
In the Dale Brown novel Shadows of Steel, Admiral Tufayli tries to call Madcap Magician killers and doesn't live to regret it. In Shadow Command, Leonid Zevitin tries to lecture Patrick McLanahan on becoming a killer because It's Personal. He doesn't live to get away with it.
In Malazan Book Of The Fallen High King Kallor (an ancient warrior king cursed with immortality - but NOT eternal youth) fires off a Badass Boast to his dismissive allies: "I walked this land when the T'lan Imass were but children. I have commanded armies a hundred thousand strong. I have spread the fire of my wrath across entire continents, and sat alone upon tall thrones. Do you grasp the meaning of this?" Fellow immortal Caladan Brood immediately shoots back with "Yes. You never learn."
In The Last Hope, Blackstar delivers an epic one to Redwillow after the former's "The Reason You Suck" Speech and kills him. After all that, he just says: "I'm still leader of this Clan. And you have betrayed us all."
In After The Flood, Billystorm does the same to Sol about being a daylight warrior...minus the killing, of course.