In the episode (which eludes me right now) in which Jack Cassidy plays the Great Santini, Columbo asks Santini about other names he had used for himself, and when Columbo comes to the name Washington, he asks Santini what his first name was, Santini replies: "Martha".
From Forgotten Lady when Columbo is being questioned by the other officer about not seeing him in the Homicide Office, and Columbo’s response is “well I don’t get down there too much, none of the murders take place there you know”. I love his subtle sarcasm!
In Trace of Murder, a great in-joke by Peter Falk. Columbo wants the forensic tech/murderer Patrick to meet with co-murderer Mrs. Calvert so they can "get a good look at her". Columbo says, "You and me together, Patrick. Three eyes are better than one."