Trivia: When Skinner passes the first two murders in his car, the music playing in his car relates to the people being murdered - Romeo and Juliet for the actors, and Fire for the house explosion And at the fair he's saying "splat the rat" referring to Tim Messenger.
Trivia: In the scene at the supermarket, Danny is looking at a selection of DVDs, but when he puts it down to chase the thief, in the bin you can see the DVD named "Zombies Party" which is the Spanish version of Shaun of the Dead.
Trivia: Simon Pegg is a huge fan of The Simpsons, featuring them on posters in his series 'Spaced'. He pays tribute to them in Hot Fuzz by using the name Aaron A Aaronson. Aaron A Aaronson was listed as the first Springfieldarian to vote for Sideshow Bob in 'Sideshow Bob Roberts' and was credited as one of the two biggest gossips in Springfield in 'And Maggie Makes Three'.
Trivia: There are brief cameos at the start of the film by Peter Jackson as Bad Santa, who stabs Nicholas, and Garth Jennings as the Crackhead who holds hostages. Later, Cate Blanchett appears as Janine, who is hidden behind a surgical mask, and from whom Nicholas is estranged. And the film's director, Edgar Wright, is seen as the store employee pushing the cart when Nicholas walks towards the manager's office.
Trivia: Kevin and Nicholas Wilson, who play the Butcher Brothers, also appear in Shaun of the Dead as the Zombie Twins.
Trivia: Hot Fuzz is set in the town of Sandford, which is an in joke reference to the real Police who use the same town name, although fictionally, during probationary Police training for Police officers. Sandford does exist, but its not just one place, there are many towns and villages across Britain sharing the name.
Trivia: Nick Frost when filming scenes with the shotguns would call his gun "Emma." Confirmed by Simon Pegg on BBC Top Gear.
Trivia: Real life police actually praise this movie for one aspect. And that is the realistic depiction of paperwork being done after every event. Most police films and shows never show or talk about the paperwork and cops were glad to see the most annoying part of the job finally get recognition.
Trivia: When they do the handbrake turn at the very end of the film, we see the gear stick for a fraction of a second. Freeze-frame it and you'll see it has the initials "HF" on it.
Trivia: The Somerfield store used in the film was an actual Somerfield store in the City of Wells at the time of filming and the company welcomed the film crew using their store for all exterior shots. It was soon taken over by Co-Op who kept it as a supermarket until 2015 where it was closed down and remains vacant to this day.
Trivia: Most of the scenes and lines this movie parodies come from Bad Boys II and Point Break, except for one. The line the doctor says: "I brought you into this world Danny, seems rather fitting I'll be the one to take you out of it", is from The Island, another Michael Bay movie.
Trivia: The arcade machine in the movie has also appeared in the other two films in the "Cornetto Trilogy", which consists of Shawn of the Dead, Hot Fuzz, and The World's End. The same fence joke also appears in all three films with someone trying to jump a fence but crashes through it or knocks it fully down.
Trivia: The officials for the "Village of the Year" competition, seen when Nicholas and Danny drive away, are portrayed by Peter Wild and the mothers of director Edgar Wright and Simon Pegg.
Trivia: The picture of a young Danny you see in this movie is actually Nick Frost as a child.
Answer: There's no missing scene. He just managed to survive the gunshot. Simple as that. It's a comedy movie that's having some fun with action-film cliches. Character surviving gunshots and explosions that should have killed them fits right in with that theme. (Not to mention, even beyond the movie, it's not uncommon at all for people to survive gunshots like that in real life).
TedStixon