During an interview on Attack of the Show! (2005), Writer and Director Adam McKay claimed he was initially reluctant to cast Mark Wahlberg. He worried that a more traditional actor like Wahlberg couldn't keep up with a cast famous for improvising. McKay later admitted that Wahlberg adapted perfectly within a few minutes of shooting the first scene.
Just before Terry and Allen are forced to turn over their evidence to the SEC in New York City, there is a cut scene of a skyline. Since everything takes place in New York City, one assumes that it's the New York City skyline. However, if you look closely, there is the Prudential Tower, located in Boston, Massachusetts, where Mark Wahlberg grew up.
The role of Detective Highsmith was originally written with Michael Chiklis in mind. However, when offered the part, he turned it down to avoid typecasting, after the series finale of his acclaimed police drama, The Shield (2002).
In The Departed (2006), Mark Wahlberg has his famous line, "I'm the guy who does his job; you must be the other guy." Four years later, he plays alongside Will Ferrell, as a team of half-witted cops, in this movie.
During an episode of Big Brother (2000), the house guests competed in a luxury challenge to see an advance screening of the film. Although they weren't actually in the house, Will Ferrell and Mark Wahlberg made an on-screen video appearance.