Matt at 2010-04-11 13:29:47:
Here's another: "Damn! We're in a tight spot!" said by Everett (George Clooney) in O Brother, Where Art Thou?
Bill Weinberger at 2010-04-14 07:29:22:
I'm too late to make this suggestion for the 'damn' dialogue list. But apropos of that, how about a list for "Too late."

From Young Frankenstein:
Froederick: "Damn your eyes!"
Igor: "Too late."