I love the line in Murder Under Glass when Paul Gerard asks why Columbo thinks Vittorio was in some kind of trouble, and Columbo replies:
"Mainly because he was murdered, sir. The two, trouble and murder, they seem to go together. At least that's been my experience, sir."

Another one from Candidate For Crime

Hayward "What's being done lieutenant?"

Columbo "So far sir we don't have anything ... officially"

Hayward "and unofficially?"

Columbo "Unofficially we don't have anything either"

From Port:

"Maybe he got cold feet. Has he been married before?"

"Three times."

"Three times. Well his feet should be warmed up by now."

From Mayhem:

Steven Spelberg: "What's your dog's name?"

Lt.: "Aww, he doesn't have a name. We just call him 'dog' or 'hey you'. What's the difference, he don't come when you call him anyway."

A great Colomboism.