Derek's repetition of the line "But why male models?" for the second time, in the cemetery scene, was an ad-lib by the actors; Ben Stiller forgot his line and simply repeated the earlier line again, and David Duchovny ran with it and gave him a straight answer.
Owen Wilson (Hansel) wore a wig for the entire movie. He was filming Behind Enemy Lines (2001) at the same time, and had to keep his hair short for the role.
Derek Zoolander's "Blue Steel" look evolved from Christine Taylor ribbing her husband, Ben Stiller, about the way he combs his hair in front of a mirror.
Ben Stiller wrote the part of Hansel specifically for Owen Wilson, and said that no one else was even considered for the role.
Ben Stiller wrote David Bowie's scene as judge of the walk-off into the script without knowing for sure whether he would agree to it.
Ben Stiller: [Star Trek] Mugatu is named after Mugato from A Private Little War (1968). His costume was also modeled after the character. Note that the 'Mugato' in the episode is credited as 'The Gumato'.