Here's Borat at a Gun Club, and some other places.
http://www.youtube.com/watch?v=S6ew9qZW2xY&NR
I saw a clip of him at an animal shelter. The lady running the shelter finally went in the puppy room, and locked the door to escape him when he told her his intentions for the puppy he wished to adopt.
You ever see this one when he goes to acting school? The end part at the audition had me crying, "I am Locust..Pow pow pow pow"
http://www.youtube.com/watch?v=_Aif3wl3RTs