When Louis Tully mingles with his party guests (commenting on the price of the salmon, and so on), the scene is one continuous shot, and almost entirely improvised.
Almost none of the scenes were filmed as scripted, most had at least one ad-lib. Most of Bill Murray's lines are ad-libs.
In the middle of the film's initial release, to keep interest going, Ivan Reitman ran a trailer that was basically the commercial the Ghostbusters used in the movie, but the 555 number was replaced with a 1-800 number, allowing people to actually call in. Callers got a recorded message of Bill Murray and Dan Aykroyd saying something to the effect of "Hi. We're out catching ghosts right now." They got 1,000 calls per hour, 24 hours a day, for several weeks.
The character of Winston was meant to have joined the team much earlier, and would have been slimed at the hotel. When Eddie Murphy declined the role, the script was re-written to have Winston appear about halfway through the film.
When Venkman mentions the time Spengler tried to drill a hole in his head, Spengler's response ("That would have worked if you hadn't stopped me") was actually ad-libbed by Harold Ramis.
Ron Jeremy: an extra behind the barricade on the left when Ray and Winston drive up in Ecto-1 after the containment unit explodes. [widescreen version]
Debbie Gibson: an extra in the Tavern on the Green. She is sitting at a table adorned with balloons, with a pink ribbon in her hair (only the top of her head shows) while a terrified Louis screams "Let me in!" from the outside.
Casey Kasem: He has a cameo as himself, hosting his radio broadcast during the montage of the Ghostbuster's rise to stardom. For decades, Kasem provided the voice of Norvell "Shaggy" Rogers on the "Scooby-Doo" animated series, which featured supernatural mystery's which were eventually debunked by Mystery Incorporated as fakes.