My favorite clip from the series was the end of the episode "Dad's Dungeon" where Finn and Jake's Dad talks in the recording about putting a really evil monster in the final room of the dungeon he was building for them, and how he's having a hard time sealing it in. Right as he was saying that the monster reaches out, grabs him from behind, and kills him, which leads to the start of the episode.
Just the fact that he spent all that time building the dungeon, and Finn and Jake conquer it 10 minutes after he dies was hilarious to me.
Edit: Found the clip.
Edited, Nov 14th 2012 9:57am by Shaowstrike