During the scene when Egon Olsen is stealing the red case from the vault trunk, the voices from the conference, held in the minister's home, can be heard. These are the original voices of the real politicians during that time; one can clearly distinguish several sentences each from the French president Giscard d'Estaing and the German chancellor Helmut Schmidt.
Benny claims, that his shoes have been polished for the first time from eleven years, which is a reference to release date of the first film of the series.
The tank used in the movie is a M41 Walker bulldog witch was in service with the Danish army (in different version) from 1962 and up to 2000
The tank they stole, was stolen from the reconnaissance battalion in the town of Naestved, which is about 80km from where they used it to steal the briefcase.
At first the production wasn't allowed to film at the EU headquarters. So the Danish prime minister Anker Jørgensen contacted the EU and secured the permission.
Henning Bahs: In the beginning of the film, the Olsen Gang enacts a heist by inserting a homemade Lego Technic vehicle to unlock a door from the inside. While being inserted and assembled through a ventilation vent, it is implied that the hand assembling the gadget is Benny's (Morten Grunwald), though while filming, the hand belongs to series creator Henning Bahs, the man behind all the gadgets in the series. The sequence was later reused in the Norwegian remake of the film, (Olsenbanden gir seg aldri! (1981)).