No nothing that major. All police interceptors have to pass the same emissions requirements so they would not have major engine or transmission changes. Depending on the model, you would have things like perhaps a less restrictive air box, some changes in engine calibration, a dual exhaust (after the catalytic), maybe heavy duty engine oil cooler, stiffer suspension, and more aggressive shift points on the transmission.
they really aren't all that different from a regular Crown Vic or Marquis---just beefed up for strength and prolonged idling, etc. and stripped down for police work.