“Zing. I’ve been snapped”

JESS: I’m just trying to support my town.

RORY: Good, then go back to New York.

JESS: Ooh. Zing. I’ve been snapped.

Zing – a statement used to acknowledge a zinger, that is, an unkind joke or tease.

Snap – a slang word to express surprise or consternation at a clever comment made at your expense.

Jess is, of course, being sarcastic.