The looks on Philip's and Elizabeth's faces when they learn that Stan is an FBI Agent.
Philip trying on a pair of cowboy boots at a mall and line dancing to Juice Newton's "Queen of Hearts" on the radio, much to his daughter's embarrassment.
Phillip having to sing The Star-Spangled Banner at Henry's school.
Stan finds the reduction of a common phrase to simply "cut chickens" amusing. His Mood Dissonance gets him a rebuke from the speaker.
The look on the Jennings' face when Stan tells them Reagan was shot by some whackjob wanting to impress Jodie Foster (Elizabeth's face is especially funny, because she was utterly certain that warhawks in the US Government were staging a coup).
Philip's expression at and after Martha's surprise meeting with her parents.
Claudia playing Pac-Man at an arcade while meeting Elizabeth.
Elizabeth and Claudia in wigs and glasses pretending to be "Clark's"(Philip's) mother and sister to witness his wedding to Martha.
In "The Colonel"
Claudia: I had to fill out an "officer in the field" special-request assessment form. It has 27 sections.
Elizabeth: Well, I guess your job can be dangerous too.
After Paige walks in on her parents performing "soixante-neuf" the night before, the awkward morning breakfast where her parents are uncomfortable, her brother is obliviously telling a story about his friend putting a whole apple in his mouth and almost choking and Paige looks like she wants to vomit. When she looks at her mother there is a hilarious slow motion close up of her face as she eats a strip of bacon! And then Henry relates that his friend's "jaw still hurt the next day".
Elizabeth: After what she saw last night, I am surprised she even came down for breakfast.
When (godless Communist) Elizabeth discovers that her daughter Paige had been reading the Bible in her bedroom and joined a Christian youth group she reacts as if she had been smoking or doing drugs.
Elizabeth and Philip's looks at each other when Paige quietly says "grace" at dinner.
Later while waiting in their car to kidnap an expatriate Soviet scientist, Elizabeth is still aghast:
"Let's just eat later, she'll be less inclined to say grace when she's hungry."
Martha and Elizabeth (disguised as Clark's "sister" with wig and glasses) getting drunk together. When Martha shares that Clark (Philip) is an "animal in the sack" Elizabeth hides her jealousy with a fake smile.
Elizabeth in character saying "I don't mean to be a 'Betty Buttinski.".
When Oleg interrupts Arkady while the latter is in communication with Moscow, Arkady's cold and furious reaction:
"Is President Reagan personally scaling our walls in his cowboy hat?"
When Elizabeth and Philip capture the Mossad agent and are dragging him down the street, a cop shows up. Since they're in front of a bar, they pretend that the agent is drunk and they're carrying him home. The agent plays along, singing along to Kenny Rogers' "The Gambler" playing in the bar.
Your hostage has to shit.
Mossad agent: Mr. KGB-man! I need to shit.
And he shits. In front of Philip. Who has to wipe his asshole afterward.
Oleg is coaching Nina on how to pass a lie detector test that Stan and the FBI will be giving her. She answers in just "yes" or "no" to a round of questions and is not able to fool the polygraph. Oleg tells her she has lie to herself in order for it to seem true but she's still caught by the machine and is frustrated. Oleg tries one final method:
Oleg: Squeeze your anus.
Oleg: Squeeze your anus before answering a question.
Nina:(incredulous): Is this a joke?
(Nina reluctantly complies.)
Oleg: Have you been providing information about Stan Beeman to the KGB?
(Oleg looks at the polygraph technician, who nods)
Nina:(astonished) It WORKS?!
Oleg:(smiling) It works.
Philip buys a flashy new 1982 white Chevy Z-28 Camero and arrives home with Henry as the Stray Cats' "Rock This Town" plays on the radio. They exit the car playing air guitar to the song as Elizabeth stares in horror at this symbol of American decadence in their driveway.
Nina and Oleg play computer games in the office just as Arkady comes up behind them... to congratulate them on how productive they've been at work lately.
Arkady meets Gaad on a cold winter street. At the end of their tete-a-tete:
Larrick's southern accent. Even more amusing when you see who picks up the call. It's Kate.
Larrick: Hey! Is Bobby there?
*Kate just shrugs it off, having no idea what's going to happen to her*
Philip's reaction when Martha tells him she "even loves his toupee", showing that even she wasn't fooled by the wig he wears while pretending to be 'Clark'! Might be a bit of a nod to the show's fans, who often asked how Clark's wig stayed in place and looked natural through all those sex scenes.
Philip talking with Elizabeth about their daughter Paige who had just returned from Pennsylvania protesting nuclear weapons with her church group and enthusiastically telling her parents about it: "If she said one more thing about 'passive resistance' I was going to punch her in the face."
When they realize their home may be compromised, Philip and Elizabeth evacuate the kids in the middle of the night by saying they're going on a surprise vacation. An exhausted Paige at one point just stands there and sums up her entire storyline for the season.
Paige: There's something wrong with you.
And Philip is so stressed he actually gives this answer (in a strangely cheerful tone):
Philip: There's a lot wrong with us, but now we have to pack and go.
Stan and Oleg hatch a plan to discover if Zinaida is a fake defector by having Oleg "break in" to her hotel room posing as a hitman hired by the Soviet Union, with the idea that if she's still working for the USSR, she'll confess to avoid being mistakenly taken out, before Stan will arrive and chase off the "hitman". However, Oleg, who may have been holding on to a tiny bit of resentment toward Stan, takes the opportunity to punch him in the gut and pistol-whip him hard enough that Stan needs to take a day off work before making a break for it. The next day, Oleg seems suspiciously cheerful.
Oleg[grinning broadly and ignoring Stan's Death Glare]: How's your head?
Henry reenacting the "Mr. Robinson" sketch from SNL and doing an Eddie Murphy impression to an unimpressed Phillip. Elizabeth appears behind him just as Henry says the word "bitch."
The next episode Elizabeth finds Paige sitting alone in the car in the garage because she wanted to get away from Henry who is continuing to do Eddie Murphy routines.
Elizabeth: That kid's nuts.
After the Jennings bug the Mail Robot, the Rezidentura agents sort through the recordings only to find that the operation worked a little too well and they now have huge stacks of transcripts that must be sorted through. Arkady assigns Oleg and Tatiana to do so, and they're thrilled to have such an important assignment until they realize what exactly it entails. They're next seen in an office late at night, staring at the surrounding papers with something akin to a Thousand-Yard Stare and reading off the ridiculously trivial transcripts.
In season 4's "Experimental Prototype City of Tomorrow", Philip and Elizabeth meet up with another agent (William, played by Dylan Baker) who understands the incredibly dangerous bioweapon virus that their handler and they themselves have just now been exposed to. In the middle of the conversation, without making any indication that he was going to do so, the other agent takes off running and they have to chase him down. The scene is made especially funny by both how sudden the other agent's actions are, and also a shot of Philip and Elizabeth giving each other a look that says something like, "Oh, seriously?" before they take off after him.
Later, facing an outbreak, they ask William what they can do. He snarks that "If we believed in God, I'd say pray."
Gaad's rather simple reaction to the FBI's discovery about Martha:
Pastor Tim is missing in Ethiopia and his wife thinks the Soviets abducted him. She threatens to expose the Jennings' secret unless he's returned safely. When Phillip and Elizabeth tells Paige there's a possibility the family might have to leave the US and go back to Russia, Paige freaks out in a typical teenage manner:
Go back to Russia?! I've never been to Russia! What are we going to do, speak Russian? What are we going to do there? You can't be Russian spies in Russia!
Philip and Elizabeth tell Paige about his mission involving biochemical weapons in the penultimate episode. Paige's reaction, which ends this episode:
When the FBI come to arrest him, Williams infects himself with the deadly virus he was planning to deliver to Phillip. Now in custody at a medical facility, he lies in a hospital bed, enduring the first stages of the disease and is being interrogated by Stan and Aderholt who are behind protective glass. Stan asks him if there's anything they can do to make him more comfortable:
William: "Comfortable"? (sarcastically laughs) There's nothing you or anyone else can do to make me more "comfortable". In a few days everything that's inside me, everything that matters, will have oozed out my orifices.
(pause) I'm a dead man. It's a very unusual feeling.
Aderholt:"Would you like a Coke?"
(Stan looks sideways at Aderholt as William laughs and begins coughing)
Paige and Matthew sitting on opposite ends of the couch after Stan arrives home and almost catches them making out.
Stan figures it out by the way they were acting when he came home and jokes to Phillip when he comes to pick up Paige that since he's "father of the bride" he's paying for the wedding.
When the Jennings arrive in Oklahoma City for their mission, they're disguised like characters from the show Dallas, driving around in a Cadillac with Phillip wearing a cowboy hat, western suit and sunglasses and Elizabeth in a blonde wig with big hair like a country singer.
After a good bit of buildup about a huge secret Henry's holding onto, Philip and Elizabeth are finally called to meet with the principal and discover...he's a math genius.
Oleg comes home to find, much to his embarrassment, his parents have invited to dinner three beautiful young women, two are daughters of acquaintances and one a childhood firend, each with a different hair color(Blonde, Brunette, Redhead), in an obvious set up situation. The way each are sitting side by side smiling on one side of the table with a different hair color and the camera moves from one to the other as Oleg's father introducing them, it's like a Russian version of The Dating Game!
Practically every interaction between Phillip and his latest target, Deirdre, the single Agricorp executive living in Kansas is hilariously uncomfortable. All of Phillip's attempts to charm fail on this odd woman even after they have sex and she dumps him over the phone for not being "aggressive enough"! Phillip later calls her telling her the reason he was so hesitant is because he's married. Deirdre immediately responds and they're back on.
Gennady, one of Stan's assets, has to deliver documents in an extremely embarassing manner - by hanging out in an airport bathroom stall and letting some other guy in the next stall scan his bag with a portable x-ray machine.
A bit of exceedingly dark humor: a woman walking past Phillip and Elizabeth obliviously as the two are hacking up Marilyn's corpse in the middle of a parking garage.