I thought it nwas funny when columbo was with eve babcock and she thought he was a 'client.' then the real client shows up, and he says, "By the way, my name is Lt. Columbo and I'm with the los angeles police department."
I think a funny one is the scene in "Murder in Malibu" where Columbo and his colleague are "examining" the panties on the mannequin in the lingerie shop and they suddenly notice that all of the ladies in the shop are staring at them with disgusted looks on their faces.
And in "Dead Weight," where Hollister makes our hero seasick and says he can't understand how someone named Columbo isn't more at home on the water. And Columbo says, "It must have been another branch of the family, sir!"