The interviews Steve Brule conducts in the show (with the exception of written recurring characters) are not actors. John C. Reilly arrives at locations as Brule and introduces himself as such, and informs those he interviews that he is filming for a local news show. The people being interviewed are unaware that they are speaking to John C. Reilly or keep their suspicions to themselves. When a serious stunt is involved (such as the plane crash in the third season premiere), actors are indeed used, and sometimes actors will be intermingled with nonactors in public settings (such as Hippy Joel being loud in the library in the "Words" episode).
Locations on the Yesterday's Weather map are named after the show's crew.
In the Tim & Eric universe, "Check It Out! with Dr. Steve Brule" airs at 4:30 am on Channel 5, followed by "Mass for Shut-Ins" at 5 am and, at 6 am, "Married News" (seasons 1 through 3) or "Morning News with Jan" (season 4 onward).