The moustached guard with the wine bottle (beware, spoilers!)
No one mentions him even once, but he has one of the most hilarious scenes in the film. When Peter manages to grab the statuette, he replaces it with the empty wine bottle just to make the joke. When later the guard comes wandering into the room in his round, he sees the bottle and just stares at it because he can't believe it. His boss then comes in too, and seeing him standing there like in a trance, barks at him "And what are you staring at now?". The silly big guy slowly points his arm at the bottle and says nothing because he still can't believe it. His boss looks at the bottle, stares for a moment also in sheer disbelief, and then he just goes gaping and blabbering and screams "A-A-A-ALAAAAAARMMMMM!" like a police siren.
The first time I saw the movie, it had me laughing to tears till my belly ached. And every time I watch it again I am always waiting for that moment and it still cracks me up.