It's amazing how you still notice stuff in Grim Fandango years on and after multiple plays. I've played it during pretty much every alternate year since I got it in 1998, and even on my latest this year I still noticed new lines of dialogue and details that I hadn't before.
Almost all objects in the game have two or three pieces of dialogue that come up depending on whether you press 'use', 'look' or 'pick up', so missing some is almost unavoidable. Even if you do try them all, you're bound to forget many of them anyway!
It's rare to get such replayability in a game, almost certainly down to the multitude of quality dialogue. And people ask me why I love this game so much.