Hey, It's That Guy!/California Doubling: In the case of California Doubling, it's Inverted. The guy who says "Bravo" after the first building was blown up in the third film? None other than Bill Frederick, then the mayor of Orlando, Florida. The building used was Orlando's old City Hall building. Those familiar with the city will also recognize the SunTrust Center, the Orlando Utilities Commission building, and the new/current City Hall (which had a Coca-Cola sign planted on it). You can even make out a TV van from local ABC affiliate WFTV during the implosion.
The building imploded in The Stinger was in St. Petersburg, Florida.
Playing Against Type: Kind of; Leo Getz, like most of Joe Pesci's characters, is a hot-headed little guy with a Hair-Trigger Temper, but where most of Pesci's well-known characters tended to back this up by being genuinely dangerous and often psychotic thugs, Leo's pretty much harmless, a bit of a Butt Monkey and for all his bluster a pretty nice guy.
Throw It In: Leo's rants about people who fuck you with various goods and services, (The drive-thru, the hospital, etc.) are improvised. In fact, when he goes on his rant about being fucked by the hospital in three, you can see Renee Russo start to crack up in one shot before it's cut to another. The rant he and Butters (Chris Rock) go on about cellphones in 4 is entirely unscripted, with Donner apparently just telling them to, "Bitch about cell phones for a while."