Moto Moto declares that Gloria is the fattest hippo he's ever met. While Gloria's character model is particularly belly-heavy since she was originally meant to be pregnant, she is indeed the fattest hippo seen on the reserve. This could be because living a well-fed life in comfort in the zoo has made Gloria particularly obese for a hippo, as real-life zoo animals often do become obese between lack of exercise and eating well.
In the ending, Alex doesn't fall for Marty's trick of pretending to be another zebra, though just to be sure, he quickly glances at the scar where he bit Marty's backside in the first film. Earlier in the film when Alex picks Marty out of the crowd of zebras to apologise, Marty was facing away from him, and Alex could see the scar.
This movie hints that one of the reasons Alex became an Attention Whore is that he was coping with losing his family, replacing it with the love of the audience.
The Penguins must have recognized Nana before they throw her out of the car, because she kidnapped Private during the events of A Christmas Caper when she mistook him for a squeaky toy.
It initially seems weird that the lions seen in the movie, despite ostensibly being "wild" lions, don't act particularly savage like Alex did when he went "savage" in the first movie. But considering Alex only lapsed into that state since he was unable to eat meat for a prolonged period of time (two days), it's likely that since the lions in Africa, who already know how to hunt and presumably do so off-screen, are usually full enough that they have no reason to go "savage".
So Alex was the only one protecting the lemurs from the fossa in the first movie, right? Well, considering that Alex and his friends left the island in this movie...
Then again, the Foosa probably choose to stay as away as possible from the lemurs to avoid Alex, so its a mystery if they know he's no longer around
The lemurs honestly believe that the sacrifice of the shark brought the water back. So does this mean they're going to sacrifice somebody every time there's a drought now?
Possible, but irrelevant. The lemurs left Africa and they are the only witness of the shark jumping into the lava. Everyone else already left, so it's just King Julien word that the sacrifice worked. On the other hand, Alex and company know about the demolished dam and there is no reason to think that they didn't tell to the other animals.
The tourists. They're not shown getting rescued. For all we know, they're still stuck in the jungle and probably dead, now.
Word of God is that Nana eventually made it back to New York (with Makunga as her new pet), so there's every chance the others got rescued, too.
The beginning of the movie shows that Alex ended up in New York because he was boxed up by poachers and drifted across the ocean for months on end. With this in mind, it's no wonder why he ended up snapping at Marty when they arrived in Madagascar in the last movie. Being stuck in a crate drifting across the African waters was a near-identical experience to a traumatic event from his childhood, and likely revived some repressed anguish in Alex.
One of the tourists is shown recording the plane with his camera when Alex's friends appear to save him and Zuba from Nana. And if he after returning to New York decides to publish it, the government could get curious about the fact that animals are probably as intelligent as humans (given that they're operating a plane in this video), which could lead to... some unpleasant implications.
