How Does Hot Fuzz Begin?

Martin Freeman gives the game away in an interview with Empire.

"I’m the first voice you hear in the film. I’m quite anally retentive, slightly superior to Simon Pegg’s character, and I’m the one who tells him that he’s basically being moved from the Met to the country because he’s so good he’s making the rest of us look bad. But he doesn’t believe me so I get Steve Coogan in. He doesn’t believe Steve Coogan so then we’ve got to get Bill Nighy in and we’re all saying Listen, you’ve got to go mate."

Also on the same page, Jessica Stevenson reveals that Hot Fuzz will not, sadly, be blessed with her presence. Not even for a little itty bitty cameo.

Possibly because she just doesn't get on with Simon and Edgar anymore? That's what folk will say, anyway.