Most interesting "error" message I know of used to be in Perl. Under certain cases, it would detect an attempt to use an old trick to gain super-user priviledges - if it was detected, it would send an email to root. Unfortunally, it turned out this sending of an email itself could be used to gain super-user privs, and it was removed.

As far as actual error messages, there are some witty ones in (older versions of) TeX.

Best proposed error message I know about: "Too many rhyming function names".