Subtle jokes.
Part of the reason I've seen this movie so many times is picking up on all the tiny little jokes you might've missed or overlooked. Things like the one-legged Mexican rickshaw driver's new wooden leg being attacked by a group of children with axes, saved, and then not having it used.
Jason Sudeikis's compulsive kneeling, pictures of Justin Theroux as Jesus, Rob Corddry trying to make a dramatic exit from the prison after being turned down by Ken Marino...
Oh, and read the cast credits on imdb. Someone went through the effort of naming every minor character in the movie (plus Robert Ben Garant as himself).