Fair for Its Day: The portrayal of Rochester. Yeah, yeah, he's the comic servant to the rich white dude... but he was also allowed to openly snark to and about his boss, and occasionally even get the better of him, which was an unheard-of liberty.
From the mid-40s onward, it could be argued that the fictional version of Rochester seen on the shows is the stage Benny's truest friend...and the one he gets closest to treating as an equal. Knowing lampshaded decades later in a 1960s special when Jack asks Rochester if he'd like to play his valet again, to which Rochester exclaims: "Oh come ON Blue Eyes! You know we don't do that anymore."
Hilarious in Hindsight: In a 1941 radio episode, Jack is bragging about a big party he's having and saying there will be a lot of big movie stars there. Mary asks him to name one- Jack refuses to answer. She badgers him to name one until he says, "All right- Rodney Dangerfield!" At the time it was just a funny name his writers made up, but now...
Rodney Dangerfield was born Jacob Cohen. Perhaps he took his stage name from this episode?
One 1939 show (back when it was "The Jello Program") has Don pretend to get the sponsored product wrong; when Jello is clearly described to him, he guesses it's Grape Nuts. Three years later, Grape Nuts would become the show's actual sponsor.
Memetic Mutation: "Yyyyyyyyyeeeeeeesssssss?" To the point that many people now have no idea where it came from, or maybe think The Simpsons invented it. Or like RiffTrax, seem to think it came from Harvey Korman, if their riff of Love that Car! (which used Frank "Yeeeeesssssssss? Guy" Nelson as the uncredited narrator) is any evidence.
Tastes Like Diabetes: In an elaborate example of Jack's numerous Take Thats, after reading a radio critic's lament about how comedy of the day relied too heavily on insults, Jack invited said critic to his show (which was being broadcast from Palm Springs that day), and showed him just how awful comedy would be if there were no insults.
Done again in a Recycled Script television episode with the lamentation coming from the reverend Billy Graham.