Running gags are jokes found a lot through Brains and Brawn. The most common one is "I hate near death experiences!" Along with Pelican Crashes, which were both first introduced in Season One, Episode Two, "We All Hate Near Death Experiences"
I hate near death experiences! - S1E2: We All Hate Near Death Experiences
Pelican Crashes In general - S1E3: Leaving Friends, Meeting New Ones
Jackass/Bologna-Dexter and Deryck: