EMILY: [on phone] I need the hat rack.
LORELAI: [whispers mysteriously] The fish flies at night.
A parody of the messages given in code in spy films, such as the James Bond and Mission Impossible series. Lorelai decides her mother’s comment sounds like a code sign, so she jokingly gives the “countersign”. Get Smart often used ridiculous signs and countersigns like this.
It’s rather similar to an exchange in the sitcom Murphy Brown, where Murphy tells someone she’s pregnant by saying in shock, “The stick turned blue!”. The other person thinks it must be code for something, and mutters back, “The dog barks at midnight”.