Phase-shift filter design If a time-domain signal has sharp corners, its frequency spectrum will contain high-frequency components. Truncating the spectrum results in Gibbs' phenomenon. So if you're trying to design an FIR, you really want the target frequency response to be nice and smooth so that windowing the impulse response down to a finite length doesn't distort the frequency response too much.

Currently I'm contemplating trying to design a very strange filter: One that has unit gain at all frequencies, but non-zero phase. I'm wondering whether or not a similar phenomenon occurs: If the filter has unit gain at all frequencies, then what does truncating the impulse response do to the phase alignment?
This would be an allpass filter. Except for the trivial case of unity and integer-sample delays, these can't be done as FIR filters and in general an IIR filter is required. However, they are easy to make. The zeroes of an allpass are simply the inverse of the poles (and vice versa). If you have the poles in polynomial form, you can simply flip them to get the zero polynomials. For example a second order allpass looks like this 
$$H(z)=\frac{a_{2}\cdot z^{0} + a_{1}\cdot z^{-1} + a_{0}\cdot z^{-2}}{a_{0}\cdot z^{0} + a_{1}\cdot z^{-1} + a_{2}\cdot z^{-2}}$$
Strict allpass filter have $\left \|H(e^{j\cdot \omega })\right \|=1 $ for all frequencies. You can certainly design approximation using FIR filters if you only need this property for a limited frequency range and if the magnitude doesn't have to be exactly unity.