Pinky and Brain record soe lines at the studio. To understand this, you have to know about Orson wells and his classic 'Frozen Peas' recording.
Excerpt from Pinky & the Brain Wikipedia article:
"Brain's similarity to Orson Welles was made explicit in the Animaniacs episode Yes, Always, which was based upon an outtake from one of Welles' television commercials, colloquially known as Frozen Peas, in which he ranted about the poor quality of the script. This cartoon was described by writer Peter Hastings as "a $250,0 inside joke": LaMarche used excerpts from it as sound check material, and Hastings took it to its logical conclusion."
Frozen peas wiki article: n.wikipedia.org/wiki/Frozen_Peas
^ there is a script of the original recording if you scroll down and somewhere's a link to audio of the recording.
It's funnier if you know the inside joke ;P