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Groucho Marx's 'I've had a perfectly wonderful evening, but this wasn't it' is the one that still gets me. Nice twist on the word itself, too: it's para ('against') + prosdokia ('expectation'), but it was first attested only in 1896 - not in classical Greek rhetoric at all.

I don't know if it fits the bill, but Bob Monkhouse's "They laughed when I said I wanted to be a comedian - well they're not laughing now!" always makes me giggle.