Then maybe you should focus on how the events in your stories affect the characters on different levels. The first season of Smallville was excellent in this regard - there were lots of comments and statements that had one meaning to one character, but carried a second meaning to other characters (and the audience, who is also "in the know".)

And I love the "You're not Superman" line in Spiderman II. That was great.

(Or you can be more tongue-in-cheek like the "He thinks he's Rambo" line in "Tango and Cash."

)