Isabella Rossellini actually was naked under her velvet robe when she did the "ritualistic rape scene", a fact that her partner Dennis Hopper was not aware of until the cameras started rolling and his co-star opened her legs for him to kneel between. This scene was the very first time the two of them ever worked together.
Several of the actors who were considered for the role of Frank found the character too repulsive and intense. Dennis Hopper, by contrast, is reported to have exclaimed, "I've got to play Frank. Because I am Frank!"
In an interview, Dennis Hopper claimed that writer/director David Lynch would never say the word "fuck" during filming, he would simply point to the line in the script and say "that word". Hopper laughed, saying "He can write it, but he won't say it. He's a peculiar man." Lynch has said this isn't exactly true, but he didn't want to charge the atmosphere anymore than it already was.
Isabella Rossellini claims that during the initial filming of the ritualistic rape scene, David Lynch couldn't stop laughing off-screen at the weirdness of it all. Though she was baffled as to why he was laughing at the time, Rossellini says that to this day, she herself laughs uncontrollably every time she watches that particular scene.
Roy Orbison initially rejected David Lynch's request to use the song "In Dreams" in the brothel scene. Lynch found a way to legally use the song anyway, and Orbison did not discover the song was in the movie until Orbison just happened to see the movie in a California theatre. Orbison eventually filmed a video for the song that was produced by Lynch with footage from the movie.