Rick Baker (Makeup Artist) Makes a Cameo
In the scene just prior to when Lara Flynn Boyle breaks into MIB Headquarters, we see a number of aliens being processed. As the camera moves past several of the people who are doing the processing, we see a quick glimpse of Rick Baker, his hair dyed several colors as he turns his head revealing his trademark ponytail.
Director Makes a Cameo
The director, Barry Sonnenfeld, makes a cameo appearance as the father of the family that is neuralyzed after they watch Agent J and Agent K along with the four worms enter their home and take the weapons.
Locker # from "Get Shorty"?
The locker in Grand Central Station where Tommy Lee Jones and Will Smith find the tiny alien civilization is number C-18. In Barry Sonnenfeld's earlier film, Get Shorty, the LAX locker featured prominently is also #C-18.