Season 1, 3rd ep Time & Again when Neelix & Kes go to sickbay.
NEELIX: Is something wrong?
EMH: Yes, terribly wrong. Your brain is not on file.
and later...
EMH: And no one asked you for your medical histories when you arrived? Of course not. That would be the ship's doctor's job. My job, if anyone had bothered to tell me about new passengers, but I seem to be just about the last to know about everything around here. So, tell me, just how many other new arrivals are there?
NEELIX: Just us.
KES: And the crew from another ship that was destroyed.
EMH: Another crew. That's nice. This is the Emergency Medical Holographic system to Captain Janeway.
NEELIX: She's not on board. She's missing on the surface of a planet.
EMH: Missing. The Captain is missing. It seems I've found myself on the Voyage of the Damned. Very well. Please advise the highest ranking officer who is not missing, to see me at his earliest convenience. You may shut off my programme now.
NEELIX: But you haven't told us anything about her condition.
EMH: She is the healthiest member of her species I've ever seen. The only member of her species I've ever seen. You have a lovely brain. It will make a fine addition to our files. I wouldn't worry. If your species has a history of extraordinary mental abilities, this may simply be your way of flexing those muscles for the first time. Living in space requires the body to make a variety of biological adjustments. This could be a side-effect of that process. Go home. Get a good night's sleep and drink plenty of fluids.
KES: Fluids?
EMH: Everybody should drink plenty of fluids. Don't leave without turning me off.
And at the end of season 2's "Projections", when the EMH goes by the door, it opens and he sticks his arm out to see if he really IS a hologram... and smiles as it disappears & reappears when he pulls the arm back into sickbay.