“Something protects him. That awful Pooka.” (Harvey)
“Jack Burton. Me.” (Big Trouble In Little China)
“I’m coming in!” (What’s Up, Doc?)
“That’s Capricorn, is it?” (Life of Brian)
“I know, I know, he thinks he knows everything” (Tremors)
and so on. Great thread.
Here’s how I remember it:
(Patton) “Now I want you to remember that no bastard ever won a war by dying for his country. He won it by making the other poor dumb bastard die for his country.”
“She was only sixteen years old. She was only sixteen! You were only supposed to blow the bloody doors off!” - Delivered by Steve Coogan in his impression of Michael Caine from movie The Trip.
Tommy Lee Jones in The Fugitive: “I don’t care!”
Samuel L Jackson in The Incredibles: “I’m thirsty… I’m just getting a drink.”
Dennis Hopper in Blue Velvet.
“Don’t be a good neighbor to her. I’ll send you a love letter straight from my heart, fucker. Do you know what a love letter is? It’s a bullet from a fuckin’ gun, fucker. If you receive a love letter from me, you are fucked forever. Do you understand, fuck? I’ll send ya straight to Hell, fucker!”
To continue the Lynch theme from the post right above:
Inland Empire: “Look at me and tell me if you’ve known me before” - it’s said a few times by different characters over the course of the movie, each time with an increasingly sinister overtone.
Twin Peaks: Fire-Walk with Me: “I love you, James!” (shrieked by Laura Palmer at a particularly intense moment)
Oh, Madeline Kahn. We miss you.
Superman Returns. Lex Luthor. ‘WRONG!!!’ It’s a memorable for completely the wrong reason, but…there’s no denying that it is UNFORGETTABLE.
John Astin on Night Court, after he shows Harry a picture where he (John Astin) is in a barrel going over Niagra Falls “But I’m feeling much better now!” That line became a running gag in the show and never failed to crack me up.
Giles: “Why would anyone want to kill Cordelia?”
Willow: “Because they met her?”
I know this is TV and not the movies, but I cannot get this exchange out of my mind.
+1. I’ve never forgotten that line and his very slightly crazed delivery. I use the line all the time, and NOBODY gets it. 
I always liked “Game OVER, man, GAME OVER!” from Aliens. Iconic, and another line we use a lot.
Ditto. I used it this week in fact; nobody got it.
“I would like to have seen Montana.” Sam Niell in The Hunt for Red October
Early in Star Wars, Vader says “Leave that to me,” and it’s punctuated with the sound of a door closing. I love that line.
Wow, I’m watching Star Wars right now and that scene played just minutes ago. 
“They were cones!” - The Wedding Singer
“No one fucks with the Jesus.” - The Big Lebowski
Most of Peter Dinklage’s lines in GoT. But the one I hear in my head every time I have to kludge something together:
(In response to the line: “There are no goats, Halfman!”
“Make do!”
No huge spoilers, if you haven’t seen it. Also the line comes in about :25.
“They have a cave troll.”
Sean Bean in The Fellowship of the Ring. I laugh every time.
“Well, what the hell we supposed to do, you moron?”
Best delivery in Animal House.