Director Adam McKay allowed for plenty of ad-libbing.
"When you work with Adam McKay you kinda get the green light to just go and we'll figure it out later," said Ferrell.
The comedian said it usually worked out.
"We try to make it a comfortable set for everyone to just feel like you can't really make a mistake. And, I don't know, I always feel like it shows up in the work when we work that way," said Ferrell.
"It was just a very, very creative atmosphere and, you know, when you feel confident that you're protected and you're allowed to try a bunch of different things and know people aren't going to laugh at you no matter how ridiculous you look, it's pretty cool," said Wahlberg.
And while this group was trying to make us laugh, sometimes, it was tough to hold it in themselves.
"The Other Guys" is in theaters this weekend.