"Do you feel lucky, punk?" – Clint Eastwood as Harry Callahan in Dirty Harry
Correct quote plus context: "Ah-ah. I know what you're thinking: 'Did he fire six shots, or only five?' Well, to tell you the truth, in all this excitement I kind of lost track myself. But, being as this is a .44 Magnum, the most powerful handgun in the world, and would blow your head clean off, you've got to ask yourself one question: 'Do I feel lucky?' Well, do ya, PUNK?"
Jim Carrey's character in The Mask paraphrased Harry Callahan by speaking this misquote.



"You dirty rat!"
Never said by James Cagney in any film. However, in Blonde Crazy (1931) he says that another character is a "dirty, double-crossing rat!"
Also quoted in the 1934 Cole Porter musical Anything Goes
Also quoted in the 1990 movie Teenage Mutant Ninja Turtles by the character Michelangelo in an attempt to impersonate James Cagney