Some of these are pretty obvious, but are worth marvelling at. Come, let us marvel:

"Hello there!"
Revenge of the Sith / A New Hope

In addition, the noise Obi-Wan creates to ward off the Sandpeople sounds a lot like the Boga he rides earlier in the saga (A New Hope/Revenge of the Sith).

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"So uncivilised."
Obi-Wan, after dispatching General Grievous with a blaster in Revenge of the Sith

"An elegant weapon, for a more civilised age."
Obi-Wan, describing Anakin's lightsaber in A New Hope

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Obi-Ghost chats to Luke on Endor

"When I first knew him, your father was already a great pilot."
Return of the Jedi

Anakin was gifted with machinery, built and piloted his own Podracer to glory, and destroyed a Trade Federation control ship, with a completely alien Naboo ship (The Phantom Menace).

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"But I was amazed at how strongly the Force was with him."
Return of the Jedi

"Over 20,000! Even Master Yoda doesn't have a midichlorian count that high."
"The boy is dangerous. They all sense it, why can't you?"
The Phantom Menace

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"I took it upon myself to train him as a Jedi. I thought that I could instruct him just as well as Yoda. I was wrong."
Return of the Jedi

"I will train Anakin. Without the approval of the Council if I must."
The Phantom Menace

"I have failed you, Anakin. I have failed you."
Revenge of the Sith

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"The Emperor knew, as I did, if Anakin were to have any offspring, they would be a threat to him. That is the reason why your sister remains safely anonymous."
Return of the Jedi

Padmé was fitted with padding around her stomach to create the illusion that she had not given birth. The children were obviously hidden in different places. (Revenge of the Sith)

That's all for now continuity freaks. Peace.

Edit: Thought of another two, pretty simple but neat:

"Patience!"
The Empire Strikes Back

"But be patient Anakin"
Revenge of the Sith

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"He was a good friend"
A New Hope

"Goodbye old friend, and may the Force be with you"
Revenge of the Sith

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