Malone: Why are you carrying the gun?
Ness: I'm a treasury officer.
Malone: Oh, okay. Just keep in mind what we talked about, huh?
[Malone walks away]
Ness: Hey, wait a minute! What the hell kind of police work do they teach in this city, huh? You just turned your back on an armed man.
Malone: You're a treasury officer.
Ness: How do you know that? I just told you that.
Malone: Who would claim to be that who was not? Hmm?
He's got a point ^_^
When they were first introducing Ness in the beginning, I was like "Treasury deparment!? Where tha". So I find this scene even more appropriate then some people would xD