The mansion owned by Boris is actually the second largest private home ever built in the U.S., after Biltmore in Asheville, NC. Oheka Castle was built from 1914-1919 for Otto Hermann Kahn, who took the first letters from each of his names to give the mansion estate its name.
Most of the firefighters seen in the background of certain episodes are actual Southampton Fire Department members. The fire engines are props however, and not actual department vehicles.
Hank and Evan were originally written as best friends. It was Paulo Costanzo's physical resemblance to Mark Feuerstein that inspired Andrew Lenchewski to turn them into brothers.
Reshma Shetty (Divya) is married to fellow actor Deep Katdare, and the last name of Divya's character on the show is Katdare. Deep Katdare also executive produced and acted in a movie, Hiding Divya (2006), which premiered three years before the premiere of Royal Pains (2009). Thus, both the first and last names of Resma Shetty's character on the show, Divya Katdare, are either a reference, or a tribute, to Shetty's real life husband.
Most, if not all episodes has a coral in it somewhere. A la the pineapple in Psych.