Not strictly an ATC conversation, but a BA L1011 was waiting at the hold behind a Cessna 310, which has a step which retracts when the gear comes up.
BA - "Golf XX, just to let you know that you've left your steps down"
G-XX - "Oh, nice of you, thanks - but they come up with the wheels"
BA - "Blimey, d'you get people changing their minds that late?!"