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.