Here is what I have found (These are all paraphrased to the best of my memory since it has been awhile, if anyone has more accurate quotes, fire away!):
If you are a Bosmer, the proprietor of the Drunken Huntsman calls you brother or sister and says how his heart soars to see you.
If you are any kind of elf at all, Faendal calls you brother or sister and says it is good to see a familiar face so far from home (which always makes me wonder how familiar a Dunmer face can be to him, but oh well ^^).
I know the proprietors of the New Gnisis Cornerclub call you brother or sister and warn you about how unfriendly Windhelm is to Dunmer if you are playing one. (I'm real fuzzy on this one since I only talked to them as a Dunmer once, so if anyone else knows exactly what they say, that would be awesome.)
The innkeeper of Candlehearth Hall tells you you might want to find somewhere else to spend the night if you want a room as a Dunmer (but she still rents you a room anyway).
Golldir tells you about the filthy Dark Elf necromancer that is defiling his family's remains, if you are a Dunmer as well he says he's sure that you aren't involved in anything like that. (Again paraphrased.)
If you are a Bosmer, then you are "lucky" enough to get an additional insult hurled your way as you battle bandits and such. They tell you that you should have stayed in your precious forests.
There are also some more general ones that I have heard, but again I'm looking for more specific phrases like the ones above. Have any of you come across some good ones?