When they are in the museum and Harry says "For the rest of the day, we are going to talk like this...", the last thing he says is ad libbed.  "But I would be proud to partake of your pecan pie." is not in the script.  You can see Meg Ryan look off-camera at the director and say "Oh, no" but she continues with him.  It's obvious that she wasn't expecting it. [This is confirmed as true in the documentary on the DVD.]

In the famous faked orgasm scene, the woman who says, "I'll have what she's having. . ." is Rob Reiner's mother.

The scene where they're all talking on the phone after Harry and Sally make love took approximately sixty takes.

Joe is played by former President Gerald Ford's son, Steven. He very much resembles his father.

In one scene, Harry is reading "Misery" by Stephen King. The movie version of Misery was by the same director, Rob Reiner.