The scene in
waking moments where Janeway asks Tuvok about his nightmare (the one in which he forgot to dress himself and appears naked on the bridge and is laughed at by the entire senior staff). The entire scene is very funny, even though there is no particularly funny 'punchline'.
Quoting Jim Wright in his review of that episode:
In the turbolift, Janeway suggests Harry is dreaming about the same guy the rest of them did. She presses her old friend for details about his unsettling dream.
"Where exactly did you see the alien?" she asks. In this very turbolift, he says, not volunteering more. "What happened?" she says. "The alien simply stared at me as if scrutinizing my appearance." Janeway says the alien did the same to her.
"What did you do?" she asks. "I returned to my quarters," he says, refusing to look at her.
"Did the alien follow you?" she asks. "He did," he says, clearly making her earn every new revelation.
"And then?" she continues, suspecting whatever he's hiding has got to be good.
"He watched me," he parries.
"Doing what?" she thrusts.
"Getting dressed," he admits, nowhere left to go.
Janeway's eyes go wide. "Getting dressed?" she asks, curious.
Yes, he admits.
Pause.
"I don't suppose I should ask why you were undressed," Janeway says neutrally.
"I would prefer that you didn't."
It will take several minutes of screen time to wipe that smile from her face.
Reading Wright's reviews were a pleasure every week.
I think he loved Janeway even more than I did, if you can believe it!
Sometimes the "funniest lines" are caused by the funniest expressions on our dear Captain's face.
Season 1: The Cloud.
In Voyager's Kitchen
JANEWAY: Neelix. Do we have any coffee left?
NEELIX: No, but we have something even better.
JANEWAY: I don't want something even better. I want coffee.
https://www.youtube.com/watch?feature=player_detailpage&v=3j9429di02s#t=123
NEELIX: It's made from a proteinaceous seed I discovered on an expedition
JANEWAY: Never mind. I'll use one of my replicator rations for coffee.
NEELIX: That would not be appropriate, Captain.
JANEWAY: I beg your pardon? 
NEELIX: You need to set an example for the crew.
JANEWAY: Well, thank you for reminding me.
NEELIX: You're welcome. After all, if you want the crew to begin to accept natural food alternatives instead of further depleting our energy reserves, you need to encourage them by your own choices, don't you?
JANEWAY: Fine. Give me your even
better than coffee substitute.
NEELIX: And how about some Takar loggerhead eggs with that this morning?
JANEWAY: 
Just coffee.
https://www.youtube.com/watch?feature=player_detailpage&v=3j9429di02s#t=173
NEELIX: (Neelix pours the thick gloop into her cup.) It's a tiny bit richer blend than you're used to, but you'll learn to love it.
CHAKOTAY [OC]: Bridge to Janeway.
JANEWAY: On my way. Janeway out. (To Neelix) Tomorrow
maybe.
(Janeway leaves her cup, so Neelix drinks it.)
[Bridge]
JANEWAY: Yes, Commander?
CHAKOTAY: There was no need for you to come to the bridge, Captain.
JANEWAY: Yes, there was. 
Many of Janeway's
coffee moments and facial expressions associated with same.
[yt]https://www.youtube.com/watch?v=3j9429di02s[/yt]
