I Am Not Spock: Macaulay Culkin is now forever associated with this role.
The Other Darrin: Daniel Stern refused to go near the script of the fourth film, so Marv is played by French Stewart. And he's also dressed like Harry, for some reason.
And, of course, the entire McCallister family is played by different actors.
Sigourney Weaver was considered for the role of Kevin's forgetful mom, but didn't get it. Probably would have clashed with her protectiveness in Aliens anyway.
And if Home Alone 4 was successful? We would've had a TV series about it on ABC Family.
Originally Kevin's parents didn't get back together. The ending was rewritten in case they ended up making the show.
In the commentary for the first film, Chris Columbus said that he had planned for Home Alone 3 to be filmed right after Home Alone 2, which would've starred Macaulay Culkin again (Though it is unknown if there would be any difference between the original idea of Home Alone 3 and the one starring Alex D. Linz). He had also pitched an idea of another Home Alone in which Kevin McCallister, now older, escapes from jail and Harry and Marv have since then gone through a Heel Face Turn.
Daniel Stern refused to reprise his role as Marv in the fourth film, saying it was "An insult, total garbage." Day-um.