Bilbo and Gandalf's first conversation is filled with a lot of funny snark from both parties.
Bilbo: Good morning!
Gandalf: What do you mean? Do you wish me a good morning, or mean that it is a good morning whether I want it or not; or that you feel good this morning; or that it is a morning to be good on?
Bilbo: All of them at once.
Bilbo: Good morning! We don't want any adventures here, thank you! You might try over The Hill or across The Water.
Gandalf: What a lot of things you do use "Good morning" for! Now you mean that you want to get rid of me, and that it won't be good till I move off.
In the beginning, Bilbo, expecting Gandalf, finds his home invaded by progression of dwarves. At the very end, he hears someone banging on his door and rushes to open it. The last four dwarves, including Thorin, tumble in and onto him, while Gandalf, safe in the back, laughs his head off.
The Company's meeting with Beorn. Gandalf craftily only introduces them two at a time while telling their story to keep Beorn's interest and make him more amenable to having all fifteen of them as guests. Particularly funny is Beorn's constant confusion whenever Gandalf slowly increases their number in the story to introduce each pair of dwarves:
Gandalf: I was coming over the mountains with a friend or two...
Beorn: Or two? I can only see one, and a little one at that.
Gandalf: ...when the goblins came down from the hills and discovered us. They yelled with delight and sang songs making fun of us. Fifteen birds in five fir-trees...
Beorn: Good heavens! Don't pretend that goblins can't count. They can. Twelve isn't fifteen and they know it.
When Bilbo uses the Ring to rescue the dwarves from the horde of Giant Spiders, he sings a ridiculous song off the cuff to further confound them. Then the narration takes a moment to specifically point out that the word 'attercop' is particularly enraging to spider folk, but never explains why. * Given Tolkien's interest in linguistics, it may be because the word's literal meaning is "poisonhead", which does sound rather insulting.
When Thorin is captured in Mirkwood by the Elvenking and interrogated, he avoids all the questions about why he and his Company were in Mirkwood and trespassed into the elves' lands by repeating that they were starving and lost. Finally, when the Elvenking asks in exasperation what they were doing in the forest in the first place, Thorin sarcastically says they were looking for food...because they were starving. The Elvenking then orders Thorin to be thrown into the dungeons out of sheer frustration!
When Bilbo concocts the plan to leave the wood-elves' cave via barrels sent down the river, the dwarves are understandably leery and grumble about it. Bilbo then sarcastically suggests taking the dwarves' back to their safe cells and locking them back in, so they hastily agree.
After Bilbo and the dwarves make it to Lake-Town, the dwarves are cheered up considerably about being treated as honored guests by the Lake-Town citizens, but poor Bilbo caught a cold due to having to ride on the barrels in the river. When the dwarves make speeches in his honor, all he can say in reply is "Thag you bery much!"
When the Company finally reaches the Lonely Mountain and finds the side door, Thorin (who is much more long-winded in the book compared to his cinematic counterpart) begins to give a speech about how it's time for Bilbo to perform his duties and sneak in to Smaug's lair for them. Bilbo by then is so used to Thorin's speechifying that he cuts in and essentially replies "Okay, I know already. Just let me do my job, sheesh!"
The conversation with Smaug. All through the book Smaug has been talked about as this terrifying, roaring predator, a cunning and malevolent beast like any other fictional monster; but instead, when Bilbo goes down into his hall a second time, you discover Smaug's not a dumb brute at all — he's a cad! His self-satisfied eloquence, his wordplay and double-speak, the joy with which he picks apart Bilbo's riddles, are all hilarious.
Bilbo: I come from under the hill, and under the hills and over the hills my paths led. And through the air. I am he that walks unseen.
Smaug: So I can well believe, but that is hardly your usual name.
Bilbo: I am the clue-finder, the web-cutter, the stinging fly. I was chosen for the lucky number.
Smaug: Lovely titles! But lucky numbers don't always come off.
Bilbo: I am he that buries his friends alive and drowns them and draws them alive again from the water. I came from the end of a bag, but no bag went over me.
Smaug: These don't sound so credible.
Bilbo: I am the friend of bears and the guest of eagles. I am Ringwinner and Luckwearer; and I am Barrel-rider.
Smaug: That's better! But don't let your imagination run away with you!
The first time Bilbo went down he found the dragon at once but managed not to wake him. Then he figured he may as well start earning the title of his job, so he takes a single gold cup out of the massive pile of gold and jewels to take back as a trophy. Smaug notices the cup is missing, and flies into such a rage over it that he might have started bringing down the mountain!
This is actually continued with asides in LOTR about the particular focus on manners and legal practices in the Shire.
At the end, when Bilbo is returning home with Gandalf and the elves of Mirkwood, he gives Thranduil a beautiful necklace when they part. When the Elvenking confusedly asks why Bilbo is giving him such a fine gift, considering all that Bilbo did before the Battle of Five Armies, Bilbo sheepishly replies that it's to pay for the food and drink that he stole while he was hiding in the king's palace in Mirkwood.
The reason Gandalf wanted to add Bilbo to the party is because Thorin doesn't like Hobbits. Apparently this bothered him so much (or the possibility of future conflicts amused him enough) that Gandalf just had to have Bilbo as their burglar.
The ultimate punchline; When Bilbo finally returns to the Shire, he doesn't get a hero's welcome. Instead, he's been declared legally dead and his estate is being auctioned off! He shows up just as his cousins are measuring his hobbit hole to see if their furniture will fit, and few people (particularly, the ones who got a good deal at the auction) were willing to believe that it was really Bilbo.
During the otherwise nightmarish Riddles in the Dark scene, Bilbo asks a riddle that stumps Gollum. Gollum makes angry hissing noises as he tries to figure it out, and Bilbo gets this bit of snark in at him.
Bilbo: The answer's not a kettle boiling over, as you seem to think by the noise you are making.
Richard Armitage: [The horse] liked her long locks as well. We had a little bit of a hair thing going on.
Adam Brown (Ori) answering a quiz question that "Galadriel" was Gandalf's sword, having misheard Aidan Turner (Kíli) whispering "Glamdring" in his ear. Of course he receives much ribbing from the other actors.
So, we ought to tell Cate Blanchett that you called her a sword!
From the same quiz, the interviewer asked Dean O'Gorman (Fíli) which dwarf he played, to which he jokingly replied "Either Milli or Vanilli, I can never remember."
Also from the same quiz, Graham McTavish getting one of the easiest questions wrong (What is the release date of the Hobbit in the U.K.?) and the others teasing him about it
James Nesbitt: What a buffoon!
The entire interview about the naked dwarf calendar made for Peter Jackson.
Interviewer: So which month were you?
James Nesbitt: *grins* I was January though June.
Richard Armitage digging himself ever deeper when talking about his sword.
I did have the biggest sword among the dwarves... I'm sorry, you can cut that! Tolkien's swords are legendary. He names all his weapons. I name my weapon, too... No! *breaks down laughing*
And then later on to the rest of the dwarf actors on the challenges and joys of wearing all those prosthetics and armor:
John Rhys-Davis: You poor buggers.
Then, of course, he promptly follows that up with a salacious "You'll be chased by women all round the world!"
During the "Which Dwarf Would You Invite To Supper?" section of the production videos, Jed Brophy (Nori) says Graham McTavish (Dwalin) would be an awful dinner guest because he'd just show his forearms and glare menacingly at you, and James Nesbitt (Bofur) comments that when Dwalin parties, he goes completely mental. Cut to McTavish, who sniffs haughtily, then responds (in a decidedly frosty tone) "The words 'kettle, black, calling, pot' spring to mind."
Adam Brown being absolutely adorkable and saying "If you like knitted cardigans and knitted mittens, then I'm your fella!" complete with a cheeky smile.
Actually, Brown bringing up the knitted clothes every time he talks about Ori.
"Some of the dwarves actually looked better with their prosthetics and makeup on!" (Cut to Mark Hadlow as Dori) "I look stunning. I should be on a centerfold!"
Ever wonder if any of the wargs have names? Turns out Azog's mount has one. It's never said on screen, or in any of the official books, but according to Manu Bennett (Azog's actor), the warg is named Daisy. Good luck keeping a straight face whenever the two are riding around on screen together.
During a take of Thranduil and Tauriel's scene, right after the line about "a lowly sylvan elf", Evangeline Lilly started making faces and then giving a middle finger salute to Lee Pace's back, only to revert to a straight face when he turned towards her again.
Graham McTavish positively grilling Dean O'Gorman over his lack of makeup and prosthetics.
From the same interview, Adam Brown talking about the older actors "swinging their walkers at people" and extolling the virtues of his slingshot.
The Extended Edition of AUJ has a snippet devoted entirely to Aidan Turner's appearance.
Mark Hadlow: Aidan Turner? Well, he's just a dish, isn't he? I hate him, he's so beautiful.
Various members of the cast talking about Stephen Hunter's (Bombur) obsession with pies. And him keeping his Blackberry in his prosthetic chin.
The way everyone seems to gang up on Mark Hadlow for his fussiness and having No Sense of Personal Space. It's mentioned in almost every single interview.
Hadlow also has a number plate on his car saying "Dori 1". Aidan Turner's reaction to learning this was stunned disbelief followed by facepalming.
The featurette "The 14th Member" discusses Martin Freeman's method and personality. Interviews with Martin himself are mostly him deprecating himself and dishing out deadpan zingers, causing someone off-screen to crack up constantly.
"What are you laughing at? Sex is a Human need! And a...a Hobbitian need!"
This Tumblr photo set that talks about how much difficulty everyone on the set (even the actors playing them) had with keeping Fili and Kili straight.
At the end of this video, Orlando Bloom decided to parody Legolas watching Kili and Tauriel in annoyance/jealousy by wearing a party cone, drinking wine, acting drunk and say "Thought you guys might want to join the party." (to Tauriel) "...SLUT."
Immediately after which Aidan Turner chews him out for ruining what he thought was his best take so far.
Featured in the B5A EE? A Mockumentary titled "The Real Adam Brown", which explores the actor's dark side and how other cast and crew are actually afraid of him. Even Graham McTavish and Peter Jackson!
Another feature there is Jed Brophy's "River of Gold" music video, which has almost all of the Dwarf actors dancing against the scenes from the whole Hobbit trilogy as Jed raps about the Company and their quest to reclaim their homeland.
In the scenes where Galadriel was lifting and carrying Gandalf they used a dummy. In the commentary they mention that because Ian McKellen apparently frequently gets confused with another British actor famous for playing a wizard, on the call sheets they gave the dummy the name of the actor in question...Michael Gambon.