Director Peter Atencio was planning to quit before the second season was complete because Comedy Central wanted the audience reactions to be part of the sound in the (pre-taped) sketches. Atencio and his team resisted throughout and eventually stayed on after the network changed their minds. The director wrote about his experience on his Tumblr page.
The opening theme became different than the original at the beginning of the fourth season. While the original words remain the same, the music and introduction has been changed. Also, the format was changed in between sketches as Key and Peele no longer address a studio audience. They instead ride around in a car through the desert while talking about random topics with each other. The different music and format are a reference to the series True Detective.
Keegan-Michael Key has a recurring segment as 'Luther' President Obama's anger translator. Keegan-Michael Key said on 'The Tonight Show with Jimmy Fallon' that Obama himself told Keegan-Michael Key and Jordan Peele, while visiting the White House, that he is a big fan of 'Key and Peele'