I'd have to say there are quite a few i chuckle about, but i think favorite two are these.

Oops! Did you forget that you aren't on your dupe account?

and who could forget http://mafiareturns.com//graveyard.php

Whats your Favorite MR Message?  Old and Present welcome! 

mafiareturns.com//graveyard.php

That one should do it!

You raise your gun and point it at the air. You start making jabbing motions with your gun in that direction in a threatening manner. You scream profanities to a target that does not exist. People cross the street to avoid you.

classic.

For me it's the message you get trying to shoot yourself...

Ummmm... You are holding the gun the wrong direction dipshit.

Success!
Dat bum's swimmin' with da fishes.

The success screen was the background on my computer for my last two years of high school.

This here is the funniest of them all

You grab at the air to no avail... It seems the person you are trying to pickpocket is a mere figment of your imagination.

We either do business, or you can go piss off.

Slow down skippy!

After seeing this message a years ago I started using it with kids I worked with.

falure

You stand in the alley, alone... bored. You piss in the wind to entertain yourself.

"You're the best ever"

Though I never see that :(

PARISo screams for the police like a little girl.

Best one I ever got

You cannot bust someone who is not in this jail...

O_o

You have to be in jail to be...in jail.

Or something like that.

I can recall random messages Saying "You Suck!"

this is a side effect of getting to know admins

Also this one .....

You did not select a crime... So instead, you just stood there.

=)

This is the best

You have just been raped by a Squishy. Have a nice day!

I went to do a felony and it said

[Your ad here.]

lol

Ironically, perhaps, I'm a big fan of the "Ummmm... You are holding the gun the wrong direction dipshit."

Good stuff.

This one was already said but hey!!

You stand in the alley, alone... bored. You piss in the wind to entertain yourself.