I'll always get a grin outta this exchange in Gunpoint.
Guy whose lab you broke into last mission: "Who the fuck are you?!"
Conway: "Who the fuck are you?"
You can also reply,
You: "Conway, hat fancier."
Same dude: "What the fuck does that mean?!"
Actually, a bunch of your dialogue from that game is complete and utter gold. It's a pity there's so little of it.
Rooke: "Conway, this is Melanie Rooke. Selena Delgado worked for me. Do you have time to talk?"
Conway: "How do you know my name?"
Rooke: "It's on your profile, it's your phone's public ID, and you once gave it to me on a business card while saying 'My name is Conway.'"
Conway: "I see I've underestimated you."
Conway: "Can't you, police chief of the actual police, get this police thing from the police?"
Mayfield: "Ask my predecessor. You can't, he was shot six times in the chest shortly after referring one of his officers to internal affairs for document forgery."
Conway: "Who's to say that was even related?"
Mayfield: "The police chief of the actual police."