The episode with Ross Kemp was originally supposed to be the series opener. According to Ricky Gervais, HBO switched it with the second episode as Ben Stiller was better known in America.
According to a featurette on the Season 1 DVD set, "Finding Leo", Jude Law was supposed to appear in one of the episodes but pulled out at the last minute, leaving Gervais and Merchant scrambling to find a replacement. "Finding Leo" follows Gervais' unsuccessful attempts to contact Leonardo DiCaprio.
Easter Egg: On the Disc 2, Series 2 Main Menu, press up, then select, the menu will reload and the star icon will be on the steam to the left, press select again for a mini "review" of Extras.