A couple on recordings:

1) probably the one Mike Yates was referencing above, Doc Watson: "That's all right son, I remember my first drink" (or 'beer' or 'the first time I was drunk' - definitely not 'pint', though!);

2) Frank Zappa, when a rowdy is shouting that the cop who is dealing with him thinks he's superior because of his uniform: "Don't kid yourself: we're all wearing uniforms."

Speaking of Mike Yates, there are a couple I read over on Musical Traditions.

One of the old Irish fiddlers - can't recall who - was playing in a session in London - sitting next to a didgeridoo-player. After a while, the fiddler turns and asks, "What is that?" The other answers, "A didgeridoo." Fiddler: "Well, didgeri-don't!"

One of the famous 20th C. Irish pipers - again, forget who - was asked by some smart-ass why he played 'so fast'. His reply: "Because I bloody-well can!"