Cephalopods aside, I think the most important fact about the 2010 World Cup is that it was the first in which both finalists were teams from monarchies - and that after a run of seven finals in a row between two republic teams.
His Majesty King Juan Carlos becomes the third monarch to reign over world cup winners, following Victor Emmanuel III of Italy (1934 and 1938) and Her Majesty Queen Elizabeth (1966).
Monarchies have lost to republics in 3 finals, Sweden to Brazil in 1958, and The Netherlands to West Germany in 1974 and to Argentina in 1978. So Her Majesty Queen Beatrix joins Gustav VI Adolf of Sweden, and her mother Queen Juliana as monarchs of world cup runners-up.
What does this break in the trend signify? Possibly a resurgence of Europe relative to monarchyless South America, but that doesn't cover the poor showing of France and Italy.
Other factoids arising from Victor Emmanuel III and fascism: Mussolini was deposed by Victor Emmanuel in a proper constitutional manner in 1943, and German President Paul von Hinderburg's will is believed to have expressed a desire for Germany to return to a monarchy. (The History Place says he did, Wikipedia says it's disputed).
It is the received wisdom that in 1933-34, Hitler's oratory was so supernaturally spooky that he convinced the German people even to abandon democracy to put him in power. It seems more likely that by then democracy had failed so badly that any alternative looked like a good idea. But that's not the stuff to give the troops.