I thought of a few:
1) In a Star Wars game, I was playing a bounty hunter. During a battle with stormtroopers, the jedi in the group cut the arm off one of the STs, but didn't want to kill him. However, the ST was moving towards the alarm console, and the jedi shouted to me "incapacitate him!" At which point I pulled out my blaster carbine and killed the ST. I caught hell for it later, but you should know better than to tell a bounty hunter to incapacitate someone during a fight.
2) In a 2E game, a rather thick guy made a gnome thief. We went to a weapons shop to purchase some more equipment and ammunition. The gnome player was acting really weird (snickering, scribbling something where none of us could see it), but at the time we didn't pay him much attention. Then he asked us "Is a halberd a good weapon?" When we told him it was, he giggled and went back to writing. A few moments later he hands the DM a note, and the DM gets a look of utter disbelief on his face, and asks the gnome "Are you sure you want to do this? That weapon is large, and I don't think it would fit." To which the gnome replied "Yeah, I'll just play it cool and move slowly." The DM informs us that we hear a scraping sound, and when we turn to locate the noise, we see the gnome moving slowly towards the door with a halberd stuck under his cloak, but with the pole dragging on the ground behind him! The shopkeeper immediately runs over and confronts the gnome for stealing his halberd, and when the gnome won't give it up, the shopkeep takes it away from him. The gnome then pulls a dagger, and the shopkeeper stabs at the gnome with the halberd, gets a crit, and kills him! I haven't laughed so hard in my life.
3) Once when I was DMing, the group arrived at the gates to a city around dusk. I told them that several "gate gaurds" were on duty, and they'd need to pass through the checkpoint. The party started looking nervous, and I had no idea why. When the paladin went to the gates, he paid the small fee to enter, then one of the guards offered to show the party to a good inn/tavern since he and his buddies were getting off duty in a few minutes. This made the group, and especially the paladin even more unconfortable. Finally, the guard puts his hand on the paladin's shoulder and says "Oh, I bet you're wanting to go to your house of worship first. I'll go with you- I haven't been to church in a while, and my nephew is an alter boy in your temple." The paladin screamed and ran through the gates into the city, followed by the rest of the group. I was thoroughly confused until the group told me that they had misunderstood what I had said at the beginning. They heard "gay gaurd" instead of "gate gaurd"!
4) This last one was an intentional set up by the party, but it was priceless. The same group from #3 above had attracted the attention of a duke's daughter, and she was bored with the noble life and wanted to become an adventurer. She also had a huge crush on the paladin, and he feared for his life if the duke found out that his daughter had been chasing him around town. What the group finally decided to do was to take her on a "real adventure" where she could actually see how they lived most of the time. The group made up a story about strange lights in the woods, farm animals disappearing, and ghostly noises, then told the girl that they were going to check out some rumors just a day away, and if she wanted to come, she was welcome to. She jumped at the chance, and once the group arrived at the spot, they proceeded to use illusions, misdirection, and antics to convince the girl they were all nuts, and that adventuring wasn't as exciting or romantic as she thought it would be. Highlights include:
A) a game of mumbley peg between the paladin and fighter in which they threw a dagger at each others heads and pretended to catch it in their teeth
B) an "ogre attack" (really an enlarged barbarian ally of the party) who ran into camp and grabbed one of the PCs and carried her off- then threw bloody bones back into the campsite a few minutes later- the other PCs had the attitude of "oh well, it happens"
C) the three strikes and you're out rule- if you make three mistakes (sleeping on gaurd duty, not reporting weird noises, etc), the group has to put you down since you are a liability
D) faerie magic- the girl had a spell cast on her that rooted her feet to the ground by an NPC druid ally who was pretending to be a forest faerie. The duke's daughter was then told the only way to get rid of the curse was "pigs, lots of pigs- because pigs are like faerie anti-magic". So they took the girl to a pigpen and had her sleep there the rest of the night so the pigs would absorb the faerie magic and she wouldn't carry a faerie curse.
Needless to say, after they got back to the city, the girl wanted nothing to do with them, but she also didn't mention it to her father because he would flip if he knew she ran away from the city. She still gives the group a wide berth even after 3 years, leaving the room hastily if they are around.