Bad Ass Grandpa: the End is freakin' old, but that doesn't seem to impair his 'traipse all over the world and headshot dudes' ability.
Bedmate Reveal: After a night of heavy drinking, The Fury wakes up in his bed shirtless with The Fear and The Sorrow, also shirtless. As it turns out, nothing happens, the Pain was just screwing with them.
Berserk Button: the Sorrow does not tolerate other people degrading his namesake, nor anyone who attempt to insinuate that The Joy really gets around. Not even The Fury. The last one backfires comedically on him.
Depraved Bisexual: What the Fear claims to be, primarily for shock value. Whether it's actually true or not is harder to say.
Eloquent In My Native Tongue: the Sorrow's struggles with English are constantly played for humor. He eventually gets over that, though not without having to spend a whole month with a few Shakespeare books and an Oxford dictionary for company while he recovers from a nasty foot injury... and to his dismay, it doesn't get him any more respect from his comrades, save the Joy and perhaps the End.
Fan Verse: The Cobra Days became so popular that fans wrote their own fics in the same continuity. TCD fans who had not even played the Metal Gear games have drawn fan art for TCD.
Foregone Conclusion: Anyone who has finished the Metal Gear saga will know that the Joy and the Sorrow will fall in love, and the Joy will give birth to their baby boy while storming the Beaches of Normandy, only to have him taken away from them. Funny though the comic may be, there will be a Bittersweet Ending at best.
Triang Relations: Of the Type 3 variety, with the Joy at point A and The Sorrow and The Fear at points B and C. This maywill change, turning into a Type 4, with Joy and Sorrow in a relationship and the Fear not having gotten the girl.
Tsundere: the Joy is a (currently) non-romantic example.