One of my all-time favorite improvs in a Robert Altman film — fast, loose, totally spur-of-the-moment — is one spoken by Elliot Gould in The Long Goodbye.
Phillip Marlowe (Gould) is speaking to a couple of local officials in a small Mexican town about the death of old friend Terry Lennox (Jim Bouton ), whom Marlowe has always known deep down to be a frosty taker-user- manipulator. Speaking in typical heavily-accented, south-of-the-border English, one of the officials says, “You were acquainted with the deceased?” And Marlowe/Gould says, “The diseased?…yeah, right.” Deft stuff like this never turned up in any other director’s films.