While filming, Ben Stiller and Owen Wilson only had one day that they saw each other. Stiller talked to a toothpick for the Jedediah scenes, then three months later Wilson came in and filmed all of his parts.
The TV news report mentioning cave drawings in the subway shows a quick shot of the 81st St. subway station in New York, which is indeed the correct subway stop for the American Museum of Natural History. Many NY subway stations include wall tiling that incorporates mosaics and artistic patterns in themes related to the station's neighborhood. The subway cave drawings shown in the film are actually part of the tile art in the station, relating to the museum itself.
The building featured in the film, which was constructed on a sound stage in Vancouver, Canada, is based on the American Museum of Natural History in New York City, external shots of which were used in the movie.
On the wall of the elevator and in the lobby, signs on the wall can be seen with titles paralleling what is happening to Larry at that point in the movie, including: "Spineless" and "Weathering the Storm".
When Larry asks Theodore Roosevelt if he can ask him a question and Roosevelt replies 'Yes, but only one.' Larry's response 'What is this, some kind of three wishes thing?' Is a nod to Robin William's (who plays Roosevelt) character of the Genie in Disney's Aladdin.
Theodore Roosevelt's infatuation for Sacagawea can be disputed, as the real Roosevelt openly held prejudices against Native Americans, believing them to be "savages". Though the wax model does emphasize the difference between his real-life counterpart and himself, he describes the former as being more of a positive figure. This is quite ironic given that the wax Teddy does not once display any racial-based disdain for Sacagawea's people, unlike the former US President.
When Dr. McPhee finds the Roman and Western figurines mixed up, he accuses Larry of not watching over the exhibits too well, but does not accuse Larry of having tampered with the exhibits. Similarly, when he watches the news footage of a caveman battle toward the end, his reaction is fairly passive rather than astonished at the otherworldliness of what he is seeing. This suggests he's "in on" the secret, for the context of this movie. However, this was either forgotten or deliberately discarded for the sequels where he firmly disbelieves in magic.