Reality Subtext: Creator/James Cameron was going through a divorce around the same time as filming this movie. This may explain the premise as well as some of the cringe-inducing dialogue.
Throw It In: Word of God says that Curtis's slip and fall during the stripper dance wasn't scripted, and you can even see Arnold jumping out of the chair to see if she's alright. She instead got right back up and continued the dance, so Arnold sits back down quickly. Luckily, all of this is perfectly in character (Harry would obviously be concerned about his wife, and then hastily attempt to maintain The Masquerade when the show goes on) and it ends up as one of the funniest scenes of the movie.
Also, Arnold broke the wrong window in the confrontation scene between himself and Tom Arnold. So yeah, that's Da Governator's fist shattering a real car window as if it were made with Soft Glass.
A sequel was in the works that would have reunited all the main cast members, but the 9/11 attacks put the sequel on hold and it was eventually canceled. James Cameron would later comment "In this day and age, terrorism just isn't funny anymore."
The horse chase scene would have had Harry chasing Aziz through the reflecting pool at the Washington Monument, but the National Parks Service refused to allow it.