Fan Nickname: Some band member nicknames are sometimes used by the group as well (usually onstage).
John Entwistle: The Ox, Thunderfingers, The Eye of the Hurricane.
Moon: Moonie, Moon the Loon.
The 1989 Tommy anniversary tour: "The Who on Ice".
Flip Flop of God: Pete Townshend is the master of this trope. He might write a song with one meaning in mind, but over the years his views have evolved. For example, there's "Behind Blue Eyes," a song written from the viewpoint of the villain of the failed project Lifehouse, was originally about betraying your ideals. Townshend has also described it as a song about European men and fascism. It Makes Sense in Context when you see the introduction of the song from VH1 Storytellers.
Life Imitates Art: The Who Sell Out? Rock stars doing commercials? Hilarious in 1967. Now de rigeur for every musician, including The Who themselves.
Throw It In: Several ad-libs and bits of studio chatter made their way into the recordings.
At the end of "Happy Jack," Pete Townshend shouts, "I saw ya!" to Keith Moon. Moon was banned from the studio during vocal recordings because he'd always crack the others up and wreck takes, so he would always try to sneak in, and Pete had just noticed him that one time. It became a part of the song, even when performed live.
And at the end of "Pure and Easy" Pete says "Put away your girly magazines!" with Keith replying "Sorry!"
Both of the Precision F Strikes in "Who are you" were supposedly ad-libbed by Daltrey but left in anyway.