Joe Grifasi plays the dock worker in the first movie and the Oscar director in the third.
Also, Richard Griffiths in the second movie; justified in that one of the characters he played was actually a professional impersonator, hired specifically to pose as the other one.
Jeff Wright plays three characters: the head usher in the first movie, the sex shop assistant in the second and the grocery store manager in the third. Of course, it could be the same guy holding down different jobs in each movie.
"Weird Al" Yankovic appears in all three movies. In the first and third movies, he plays himself. However, in the second movie, he plays a criminal holding the police station at gunpoint.
History Marches On: Among the disasters at the bar in The Naked Gun 2 1/2 is the Hubble Space Telescope, which was launched with a flawed main mirror. That was fixed in 1993, and the telescope is now considered an enormous success.
The Other Darrin: Neither Hocken nor Nor(d)berg was played by the same actor as in the series.