Them: "What's happening with getting that change approved?"
Me: "I'm still waiting for approval?"
Them: "It's really urgent..."
Me: "Yes, I know."
Them: "Well, can you chase it up?"
At this point, I want to say "I have asked for the approval; if you're not happy that I'm waiting more patiently than you, how about you go and bug the person we're waiting on?"
Of course, I don't say that, partly because it's so darn obvious, that I don't see that suggesting it will make any difference...