Now let's throw the Wingmaster into the mix too!

I've heard the Wingmaster and the police are made to the same higher standard.  Other than the pretty blue standard finish what is there which is different?  Does the W/M have the mag dimples of the Express?  IS the machining the same as the PO-leese?  Someone please educate me with the facts, please.

Thank you, Gentlemen.

Your little Smegger.

From what I understand it's an express of better quality. But, truth be told I don't really know either.

The Remington Armorer Instructor told us that the PD guns are assembled separately from the EX and WM guns and special attention is paid to reliability.  As far as the actual quality of parts, I'm not sure of the exact differences other than the extractor on the PD guns are not MIM, and the hammer spring on the PD guns are heavier than the others.

Here's the difference between the Wingmaster and the Express:

The Express is a "bottom of the line" budget gun, intended to sell at a price near that of the much cheaper to make cast aluminum and stamped Mossberg and Winchester.

Since the 870 still uses a forged and milled steel receiver and heavy duty fabricated parts, costs had to be cut, and what got cut was finish, and the addition of some plastic and MIM parts.

The Wingmaster is a true commercial quality sporting gun, made and priced for people willing to spend more money on a higher quality, "prettier" finished gun.

The Express is a Chevy.  
The Wingmaster is a Cadillac.
The Police is a Hummer.

Here's the actual differences:

The Express Model has:
A plastic trigger group.
The dimples in the mag tube and the new style magazine retention system.
A rougher finish inside and outside.  Burrs and machine marks left in place.
A rougher blue job.
A less polished bore.
A two piece barrel. (not 100% sure about this)
Hardwood or synthetic stock, cheaper polyurethane finish.
Cheaper pressed-in checkering.
Some Metal Injection Molded (MIM) parts, like the extractor.
An absolute minimum of hand fitting and finishing.

The Wingmaster has:
An aluminum trigger group.
The old style magazine retention system.
A much smoother finish inside and out.  No burrs or machine marks.  The Wingmaster is a full commercial finish gun.
A bright polished blue finish.
A polished bore.
A one piece barrel.
Better grade American Walnut stock, with choice of gloss or satin "Bowling Pin" finish.
Better quality checkering.
No use of MIM parts, the extractor is milled.
A chrome plated bolt.
More hand fitting and finishing.

The Police is basically a Wingmaster with a dull finish and heavier springs.

When threading cop barrels for installation on Express guns- the cop barrels are pretty straight, and do not require all the shimming and indicating the Express barrels do.
The bores are better, and the forcing cone is a nice easy LONG one.
The last two (from Brownells) have been 18.5 inches long, as to not overhang the Remington cop 2 shot extension.
It could just be me, but I swear that the steel of the cop barrels is superior- same feeds and speeds, the cop barrel's threads are crispy and shiny.
The threading is 7/8-24, which will probably become the most common thread. It is done so that muzzle attachments can be installed.