One of the missions requires you to retrieve a charm that is rumored to bring bad luck to its owner (I think it's a newspaper mission). The person who has the charm is being held by a group of thugs that want it. Once you get to the place where the boss is holding the person, and they notice you coming, the person says to the boss: "See? I told you it brings bad luck!"
Also, concerning the Hellion girlfriends:
When you attack a group of Hellions and they attack back, the girlfriends run away. Occasionnaly one of them says: "They never told us about live fire!", or "This is soooo not what I expected"
