- [unenthusiastically] Thanks...
- Said at the beginning of every show in response to the audience cheering and clapping
I Have A Pony (1985) 
- I recently went to the hardware store and I bought some used paint...it was in a shape of a house. I also bought some batteries, but they weren't included. So I had to buy them again.
- I was once walking through the forest alone. A tree fell right in front of me, and I didn't hear a thing.
- I have a large seashell collection which I keep scattered on the beaches all over the world. Maybe you've seen it.
- Curiosity killed the cat, but for a while I was a suspect.
- When I first read the dictionary, I thought it was a long poem about everything.
When the Leaves Blow Away (2006) / I Still Have a Pony (2007) 
- I wish the first word I ever said was the word "quote," so right before I die I could say "unquote."
- Lots of my friends have babies, but I don't have any babies. But I have lots of friends; babies don't have any friends. They all have those baby-monitors so they can hear the baby from the other room, which I consider a form of wiretapping. One day there's gonna be a really smart baby who makes a fake recording of some fake baby noises...gonna crawl out of the window and go to Italy. I need one of those baby-monitors for my subconscious to my consciousness so I can know what the hell I'm really thinking about. Sometimes I talk to myself fluently in languages I'm unfamiliar with... just to screw with my subconscious. It's a good thing a lot of people speak foreign languages, otherwise those people would have no one to talk to.
- They say you're not supposed to put metal in a microwave oven. They're right.
- I have a paper cut from writing my suicide note. It's a start...
- In school they told me "Practice makes perfect." And then they told me "Nobody's perfect," so then I stopped practicing.
- I'm addicted to placebos. I could quit, but it wouldn't matter.
- About five years ago, somebody showed me some web sites that had my material all over them, and I thought that was fascinating. One reason was, I'd never seen my jokes written one right after another like that. I write on drawing paper—I don't even like lines on the paper—so I have notebooks all over the place with handwritten pieces of my act in them. So to see it go by, all typed out neatly, was like, "Wow." And then two or three years ago, someone showed me a site, and half of it that said I wrote it, I didn't write. Recently, I saw one, and I didn't write any of it. What's disturbing is that with a few of these jokes, I wish I had thought of them. A giant amount of them, I'm embarrassed that people think I thought of them, because some are really bad.
- Thompson, Steven (2002). The Tenacity of the Cockroach: Conversations with Entertainment's Most Enduring Outsiders. Three Rivers Press. ISBN 0609809911. Retrieved on September 9, 2012.