At the end of the film, the airport building plan is switched from Ali's home in Staines to Slough, another town nearby. Both towns have a dismal reputation in the UK (as a policeman says to Ali, "Staines is shit hole." See also poem by John Betjeman: "Come friendly bombs and fall on Slough"). So it is a natural joke for UK viewers.
The police officer (played by Graham McTavish) that shows Ali G around at customs wears a crown and a pip on his shoulder. This would denote the rank of Chief Superintendent except that the crown and pip are the wrong way round.
At the end, when Ali samples a large marijuana joint and exhales for a very long moment, he doesn't quite manage to keep his lips in the exact same position and it becomes obvious the smoke is not really coming out of his mouth but from some device hidden behind him.