Pirates of the Caribbean (The Curse of the Black Pearl) - "It's Hot!" but They Can't Feel!
When the pirates have just come to Elizabeth's town and they are chasing her in her house, she takes the pan with the hot coals and throws it on one of the pirates. He screams "It's hot!" But later in the movie, Captain Barbossa tells Elizabeth they can't feel anything.
Also, when Barbossa is putting Jack and Elizabeth on the desert island, he asks Elizabeth if he can have the dress back. She throws it to him and he says, "Mmm, it's still warm."