(This is a blatant spin off of the already overdone Wizard of Oz captions. )
Frodo: "That strange lady said to follow the yellow brick road, but this path she set us on doesn't look like bricks to me."
Sam: "Well, at least its yellow."
Frodo:

"That scarecrow! He's pointing a different way now!"
OR
Sam: "Why do I have to carry all the bags?"
OR
Frodo: "Oh, look, a cool looking lever." *pull* *sirens and flashing lights*
Scarecrow: "Thank you for pulling the Middle-earth self-destruct lever. Middle-earth will be drowned in the Sea in 10 minutes. Have a nice day."
Frodo: *faint*
Sam: "Not again!"