The scene where Hillary and Nick go into the Swedish bookstore was staged, shot and then run backwards to make the dialog sound "unique." If you record the scene and play it backwards, you will find all of the dialogue to be exactly what is shown in the subtitles except for the title of the book Hillary asks for. The title she actually asks for is "Europe On 5 Quaaludes A Day."
The scene in which Lucy Gutteridge looks down from the balcony onto the street to see hamsters and mice was in fact a miniature from Superman (1978). The Zucker Brothers and Jim Abrahams stated in their DVD commentary that they found it in the old Shepperton studios and thought it would be a great idea to use it in somewhere in the movie.
When Nick is leaving the East German checkpoint by train you can hear on the PA a voice saying "Der Zug der jetzt auf Gleis 3 steht.... hat uns alle überrascht!" which translates to "The train on railtrack three... surprised us all!"
In her autobiography "The Varnished Untruth", Pamela Stephenson recalls she auditioned for the part of Hillary Flammond but then heard through her casting agent that Zucker, Abrahams & Zucker were looking for an actual French actress. Stephenson then asked CAA casting agent Todd Smith to get her a second audition, this time posing as made up French actress "Danielle Bergeronette". At the end of the meeting she removed her wig and had a good laugh about it with the three directors, but she still didn't get the part.
Directors were very happy that Omar Sharif accepted the role of British agent, so they invited him to a dinner after he completed his scenes. Sharif accepted the invitation, and a very special dinner was prepared for him. But he didn't show up, and soon it was found out he already left England. When he was later asked why he didn't come, he replied, "It's a tradition in my culture not to 'refuse' any offer. Example: someone offers you a drink, you should accept it even though you won't drink it." Unaware, ZAZ enjoyed a very expensive dinner, all by themselves.
The surfing sequences were filmed at Holywell Bay, Cornwall, UK (a few miles down the coast from Newquay, a popular surfing town). The palm trees were fake, and the surf shack was in fact the actual lifeguard's hut (which is still there). The beach is recognizable by the two large rock formations located at the left of the beach, approx 100 meters out to sea.
In the Swedish pizza-parlor all the Caucasian characters have vanilla shakes, Hillary Flammond, the female character, has a strawberry shake, and Chocolate Mousse, the Black character, has a chocolate shake.
Even though it has been pointed out that the "German" phrases Nick was learning on the train were basically gibberish, the translations for those phrases include, "I want a schnauzer with my weinerschnitzel," and, "There is sauerkraut in my lederhosen."
The Latin spoken by the priest at Fleurgendorf Prison on the way to the execution room is just random phrases, borrowed partly from the religious, medical and legal professions, with various other words and names thrown in (Rick Dureus). At one point, he also says in Pig Latin: "Ooreyay oingay ootay etgay iedfray in the airchay," which translates, "You're going to get fried in the chair."
The "German" that Nick learns in the train is not a language at all. Words like "Vlichtmitten", "Blitzen" or "Flachmatuche" are great fun for German listeners, but have no proper meaning. In the German-dubbed version, Val Kilmer learns a German dialect mainly spoken in the former GDR. The word blitzen is German for lightning. In the group of Santa's reindeer, donner and blitzen are German for thunder and lightning.
German dub version uses next to no Yiddish, opting instead on either Saxonian accent or High German. Several jokes are rewritten to spoof the GDR to make up for the fact that the script did not excel in research of GDR specifics. It also dispenses with the film's notion of portraying the East German (GDR) regime as "born-again Nazis".