The role of Detective Highsmith was originally written with Michael Chiklis in mind. However, when offered the part, he turned it down to avoid typecasting after the series finale of his acclaimed police drama, The Shield (2002).
When Allen and Terry are at the McMannus Pub, there is a sing-along and a short, white-haired man is singing with the others. He is singing, then a different camera angle shows him standing in a different place, not singing; then the camera goes back to the original angle and he's singing again.
When Allen and Terry are walking up to the accountant office, Allen is not wearing his glasses. However, when they're both laying on the ground after the explosion, suddenly Allen is wearing his glasses.
What are the differences between the Theatrical Version and the Unrated Version?
On DVD/BD both the Theatrical Version and an Unrated Version have been released. The latter runs approx. ten and a half minutes longer than the well-known version and offers some more scenes that are R-Rated worthy. Due to the fact that both versions are featured on the DVD/BD one can check out both versions and there's no need for a double dip. A detailed comparison between both versions with pictures can be found here.
What song is playing while Will Ferrell makes love with Eva Mendes?
Oh La La by Goldfrapp. The complete list of songs in the Other Guys soundtrack can be found here with scene descriptions.