In Sbemail 50, after Homestar accidentally causes Strong Bad's Compy to have a "flagrant system error", he sticks a fake error message on it that reads "Everything is fine. Nothing is ruined. This is real."
In the director's cut of Dangeresque 1: Dangeresque Too? seen in "dangeresque 3", when Homestar asks Strong Sad/Hot Tub what he knows about Perducci, what's Strong Sad's answer? "Only that I am not one of his minions."
Strong Bad (as Dangeresque): That stranger seemed to know a little bit too little about Perducci.
Simmons: Dogs are loyal too, but that doesn't mean you can't eat them when you're stranded in an arctic outpost and Command can't get rations through because of the seasonal blizzard. Donut: That seem like an oddly specific exam— Simmons: I don't want to talk about it.
Another example from Red vs Blue:
Grif: I can tell you what we weren't doing, and that's reenacting the greatest scene from The Dukes of Hazard ever!
On another occasion:
Simmons: Are you afraid of bats or something? Grif: Afraid of bats? No! Why would you think that? And why would you even ask that? That's a pretty weird question to ask just for no reason!
Rooster Teeth (the guys that make Red Vs. Blue) love this trope. Two examples from the newest season of Rooster Teeth Shorts they've done:
Joel: You have a trapdoor. And you keep sending people through the trapdoor into the restaurant below. [...] Burnie: Okay, Joel, I don't know who told you this story, but listen to yourself, okay? Listen to how farfetched it is. Why would I even want a Henckman Bros. Model 607 trapdoor?
Joel: Hey, Gus, back from the, uh, Gulf Coast there? Gus:(with a pineapple in a bucket, two leis around his neck, and various other tropical attire) What? Yeah, of course I am. You can't even get a flight to Hawaii right now, don't be ridiculous.
Gordon from Freeman's Mind notes that the intercom wouldn't specifically warn them to not do obviously dangerous things unless someone has already tried them.
In her introduction, Applejack tips off the audience that she's in The Irish Mob by insisting that she's from a perfectly normal family—after threatening to kill Twilight.
Twilight: This farm smells like pony droppings. Applejack: Well it'll smell a lot worse after I bury you under it. Twilight: What? Applejack: Oh, nothing, no need to get alarmed, we're just a normal family. Oh, we sell apples, we sell apples. [winks]
In "The Cheesen One", we find out how Rainbow Dash's mom died:
Rainbow Dash: But then she died of a heart attack because her arteries were clogged. But the cheese factory told me it had nothing to do with all the cheese she ate! And I believe them because they gave me a lot of money.
In "Mockery in the Moon", Celestia's letter ordering Twilight to go to Ponyville includes the post-script "This totally isn't a thinly-veiled Batman Gambit meant to prevent the impeding pony apocalypse. For serious."