If you dismiss Marcurio as a follower, then return to the Bee and Barb, he says "Well, look what the horker dragged in! Still wandering all over Skyrim and causing trouble?"
If you initiate the dialogue to hire him again, he says, "I knew you couldn't stay away. Admit it, you were lost without me!"
When the Balgruuf's Dark Elf Housecarl is giving you and the guards a pep talk before going out to face the first dragon one of the guards whispers to you -
''When life gives you lemons, go kill a clown'', credit to Festus Krex for one of the best one-liners in the game.
I've wondered, isn't that also a bit of a reference to Portal 2? There's a quote in it that goes "when life gives you melons, don't make lemonade! Make life take the lemons back!" or something. Said by an awful cool dude too.
When the Balgruuf's Dark Elf Housecarl is giving you and the guards a pep talk before going out to face the first dragon one of the guards whispers to you -
"We're so dead".
Oh my god, yes! How could I forget about that one? That is my all-time favorite!