- Acting for Two: Christopher Meloni plays Nick Sax and Nick's elderly mother in "Pervapalooza".
- Creator's Favorite: Patton Oswalt named Happy as his favorite role of his career.
- Directed by Cast Member: Christopher Meloni directed the second episode of the second season, "Tallahassee".
- Fake Nationality:
- Italian-American Mr. Blue is played by English actor Ritchie Coster. However, he starts using his natural English accent as Orcus.
- Italian Assunta Bianchi is played by Cuban-American actress Antonia Rey.
- In Memoriam: The end card for "Five Chicken Fingers and a Gun" pays tribute to Antonia Rey, who died prior to the premiere of Season 2.
- Rated M for Money: Season 2 Episode 9 is rated TV-MA-DLSV, a rating not even South Park was given. Considering it's this kind of show it's par for the course.
- The Other Darrin: Original promotions and commercials for the series had SNL alum Bobby Moynihan playing Happy. Patton Oswalt took over before the show premiered.
- Wag the Director: "Weird Al" Yankovic, who's well known to bill himself as a "mostly family-friendly" performer, refused to swear when he guest starred as the Smoking Man Baby, so the crew allowed him to ad-lib.
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