So far my favorite was a mission in Sharkhead.
Wormy's being interrogated by a couple of Longbow agents carrying a bodybag over his shoulder.
Longobow Minigun: Hand over the evidence, Wormy!
Wormy: What? It's just my... laundry! Yah, that's it! Laundry!
At the end of the mission when you've brought Wormy to the door...
Wormy: That does it! I'm through with this racket!
And he throws the bodybag at your feet. Priceless.