In the opening scene, Pinky (Ricky Jay) is carrying a stack of books. The title of one of these books is "The Magic of Barcelona". Ricky Jay is widely considered the best slight of hand magician in the world today.
Magician/scholar Ricky Jay ("Pinky" Pincus) tweaks his reputation with his jewelry cache in a bibliophile's bundle of old books and his illusionist's trick of appearing to be seriously hurt when "hit" by an automobile.
David Mamet wrote both Heist and The Untouchables (1987). In Heist, Gene Hackman asks 'Danny Devito' his name and then asks what was it before he changed it. This is taken word for word from a conversation between Sean Connery and Andy Garcia in The Untouchables.
The compact pistol which Joe Moore (Gene Hackman) hides in his cup of coffee is a Baby Browning .25 caliber. It is 4 inches long, 2 3/4 inches high, and 3/4 inch thick.