A rather entertaining post at Math Overflow has amassed a bunch of urban legends or colourful tales concerning mathematicians. Several seem “too good to be true” (and are acknowledged as such) but one in particular seems to me more likely to be a case of “a comeback thought up on the way home”:
Allegedly, Jacobi came to show Gauss his cool results on elliptic functions. Gauss’ response was to open a drawer, point at a sheaf of papers, and say: that’s great you are doing this! I have actually discovered these results a while ago, but did not think they were good enough to publish… To which Jacobi responded: Funny, you have published a lot worse results.