Adored by the Network: In terms of anime that [adult swim] actually likes, it ranks up there with Cowboy Bebop and FLCL. Not only did they co-produce the second season (thus granting [adult swim] permanent airing rights to it), but they've aired it enough times to make back the season's budget several times over. On the other hand, the first season hasn't been aired even once since back in the early 2000s, though this can be chocked up to the show falling into limbo after Bandai ceased production.
Anime First: Anime -> Manga -> Second season. As a result, some ideas from the (considerably darker) manga end up in the second season.
The second season was then followed up by more Manga (unreleased in the US), with the purpose of tying up the manga continuity with the previously aired season.
No Export for You: The second season has seen no release in European territories, and probably never will since Beez Entertainment has gone the route of its parent company and stopped distributing animé titles.
The Other Darrin: In the English dub of Season 2, Alan Oppenheimer replaced Milton James as the voice of Norman.
Screwed by the Network: The reason the series has such a Gainax Ending is because [adult swim] told Sunrise that a third season was very likely. Sunrise decided to make Season 2's ending more ambiguous, expecting to have another season to explain things. Shortly thereafter Adult Swim decided to focus exclusively on comedies, and a third season was never funded.