When Pfeiffer is at the police station getting her chef released, Russell pulls up and parks directly in front of her car. When they leave the station, his car isn't there and Pfeiffer is able to drive away unobstructed.
A police department would not let people lead investigations that they blatantly have conflicts of interest with.
When Mel Gibson and Arliss Howard are talking about Kurt Russell's character, Arliss Howard says "You guys meet at Orville and Wilbur's once a year. You're wearing a gold Rolex and he's wearing a Timex. If he wasn't a cop, he'd have to hate you." Throughout the movie, Kurt Russell is clearly wearing a Rolex.