Do Not Pass Go

Go directly to Jail. Do not pass Go. Do not collect $200.

—Monopoly

Culturally ingrained from Monopoly (the most commercially successful American board game of all time), this has become a Stock Phrase for anything that must happen immediately with no waiting, no intermissions, no detours, stops or breaks until it is completed.

In normal Monopoly play, the starting corner square is marked "Go" and instructs the player to collect $200 each time they pass over it; the "Go to Jail" card (as pictured) makes it very clear that any player who draws this card must move their token directly to the "Jail" square, and may not pass over "Go" en route and collect the usual $200.

See also the "Get Out of Jail Free" Card.

Examples of Do Not Pass Go include:

Film

Ace Ventura: When Nature Calls:

Ace: Alrighty then! [smacks man in the face which knocks him unconscious, drapes him over his shoulders and begins to sing and dance exotically] [shakes man] Do not pass go! Do not collect $200!

Free Willy 3: The Rescue:

Randolph: The penalty for "borrowing" a boat that doesn't belong to you. It's called piracy. Do not pass Go. Do not collect 200 dollars.

Homicide: The Movie (Made for TV Movie of Homicide: Life on the Streets):

Det. Frank Pembleton: Good. "Go to jail. Go directly to jail. Do not pass Go."

Meet the Deedles:

Mo: Do not pass go! Do not collect 2 shiny ranger badges!

Short Circuit 2:

Johnny Five: You will book me, Danno? I will make your day? Do not pass go?

The Core:

Dr. Josh Keyes: Blindfolded. Do not pass go. Go directly to PhD.

Literature

The Westing Game has a message left like this by Westing (who, by the way, is dead) when the person in charge of opening the envelopes with his messages inside is late in opening the next envelope. It essentially tells the players where to go with the addition of, "Do not collect $200."

Live-Action TV

On an episode of CHiPs, Ponch says this to a group of criminals he and John are arresting at the end.
3rd Rock from the Sun, in the episode "Dick Behaving Badly":

Harry Solomon: Go to jail. Go directly to jail. Do not pass go, do not collect $200 and do not, I repeat, do not drop the soap.

An episode of John Doe has Doe confronting a serial killer with all his abilities (living Magical Database, monochromatic vision) after faking his death and appearing behind him to tell him he has been caught. The killer was faking it, by the way.
One Finnish video game review show had the host parody a Star Wars game with this (loosely translated) line:

Luke, use the Force. Use the Force without passing Go or collecting $200.

Said very seriously at the end of a Law and Order: SVU episode by Stabler to a perp when he's finally been caught and is going to jail. It's not...actually relevant to the plot, but whatever.
Dr. Kurt Mendel of Odyssey 5 uses the phrase in a letter written to his future amnesiac self (it makes sense in context) to underscore the importance of locating and watching a certain videotape explaining his loss of memory.
Supernatural: Said by the demon Alastair during Dean's Cold-Blooded Torture of him.

Alastair: Go to Hell. Go directly to Hell. Do not pass go, do not collect 200 dollars.

Music

Tom Lehrer, "We Will All Go Together When We Go" (singing about the global nuclear holocaust):

You will all go to your respective Valhallas.
Go directly, do not pass Go, do not collect 200 dollas.

Theatre

Quoted by the Judge in The Case of Alex Hansen when discussing how to execute Alex.

Video Games

Nethack displays the message "Do not pass go. Do not collect 200 zorkmids." if you die on your first turn.
In the translation for Lunar: The Silver Star, the attendant at the teleporter will mention that after you pass the Cave of Trials, the warp will now take you directly to Vane. "You'll not pass Go. You'll not collect 200S."

Western Animation

In the Valentine's Day special episode of Muppet Babies, Scooter has his computer generate a Valentine's Day poem, but it's not what he was expecting:

Roses are red
Pickles are blue
Have a nice banana
You live at the zoo.
Do not pass Go, do not collect $200 (over an image of a banana behind jail bars)

Top Cat used a variation of this phrase in one episode of Yogi's Treasure Hunt in summoning the treasure hunters to the assembly room.