Martin Riggs: Police! Open up!
Leo Getz: How do I know it's the police?
Martin Riggs: After I shoot you through the door, you can examine the bullet. Open up!
At the end of the movie, when Riggs is in the cargo area, a gunman shoots at him, he rolls and starts emptying the clip into him - you see the bullet holes in the gunman. But as Riggs is face to face with the gunman, the holes disappear.
The first time we see Riggs in his trailer, there's an advert for some new aftershave called "Hero" on the TV. During the attack on his trailer later, there's a close-up shot of a bottle of aftershave being destroyed - freeze-frame it and you'll see the brand: "Hero" again.