Shannon Keeley and Brian Gibson at Times and Seasons have an excellent post about lines of dialogue that creep into our personal relationships from mutually enjoyed movies and TV shows. Even beyond that, let me suggest that inside jokes are the glue that holds any group together. From family, to friends, to work associates, to church members, the ability to share a knowing laugh and smile over some past experience is the foundation for the fond memories that make it more desirable to work out a problem than to just split.
I've got different sets of inside jokes with different people, and I consciously work to build up a secret repertoire of humor with anyone I care about being close to. There's almost nothing more intimate than tossing out an apparently benign comment to a group of listeners and seeing the one for whom it was intended crack a smile or break into laughter. There's us, and then there's the rest of the world. They don't get it, and they never will. It's like telepathy, getting inside someone's head and curling up for a nice long stay.