When Teller is being held down with ropes by audience members, the one closest to Penn Jillette is James Randi, aka "The Amazing Randi". A close friend and mentor, Randi wrote the book "The Faith Healers" and exposed psychic doctors to the public, a driving plot point in the film.
Teller talks at the end, which likely was the first time many people had ever heard the magician's voice.
The elderly man and woman seated at a table on the right side of the screen during Penn and "Carlotta's" conversation in the Mexican restaurant are Penn Jillette's parents, Sam and Valda Jillette.
When Penn Jillette and Teller are abducted by the Filipinos on the beach, Penn says, "Do what you want to the girl, but leave me alone." This line is one of the phrases in George Carlin's list of "Things You Never Hear".
When Penn is entering the hospital, the song he whistles is "I Started A Joke" by The Bee Gees, which is played at the end of the film.