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Beam Me Up, Scotty!: In a minor way. Ron's surprised exclamation, "Boy... That escalated quickly!" is often misquoted as a deadpan "Well, that escalated quickly..." instead.
Defictionalization: You can buy Sex Panther in real life. Fortunately it's a fairly normal aftershave rather than the horror described in the film.
Development Hell: The sequel. Paramount had expressed interest then lost it then renewed interest...then stepped off again...and finally greenlit the project come 2012, over seven years after the first movie.
Hey, It's That Voice!: The opening and closing narration is done by Bill Kurtis, who not only has narrated numerous documentaries (especially for A&E Networks and PBS) but is also a Peabody and Emmy Award-winning real-life anchorman, working mostly for CBS affiliate WBBM in Chicago.
What Could Have Been: During the production, a lot of alternate takes were produced and a lot of plotlines were cut, including a major plotline about an inept terrorist organization known as "The Alarm Clock". So many, in fact, that instead of being included in a Director's Cut version, they were edited together to produce a Direct-to-DVD sequel Wake Up, Ron Burgundy: The Lost Movie.