The Police 870 has:
A smoother, better deburred finish inside and out. Overall the gun is smoother.
A high grade parkerized finish versus the black finish of the Express.
A real walnut stock vs. the "hard wood" of the Express.
A military/police length fore end vs. the Express' civilian long fore end. The Express must be either shortened or replaced if you want a side saddle.
A heavy duty magazine spring.
A heavy duty trigger/sear spring.
The original magazine tube assembly vs the Express' "dimpled" assembly. Mag extensions screw right on, with no modification necessary.
Better choices in sights and stock options. The Express HD has a 18" bead sight barrel with a cylinder choke.
The Police comes with a wide variety of sights, stock designs, magazines, and barrel lengths, with Improved cylinder choke.
The Police has a metal trigger guard assembly, the Express is plastic.
The Police has NO lockable safety button, the Express has one.