Sir Billy Connolly was so stoked to be playing against type in the role of Il Duce, and having so much fun playing a psycho with guns strapped all over him, that they had to add the large cigar the character incessantly smokes because unless they stuck something in his mouth, he simply couldn't stop smiling.
The church where Connor (Sean Patrick Flanery) and Murphy (Norman Reedus) attend Mass, Church of the Covenant, is not a Catholic church, but a Lutheran one. No Catholic churches in the area would allow filming in their sanctuaries due to their objections to the plot of this movie.
Troy Duffy recollects going to a bar with Rocco during production. There was a girl working there who Rocco really liked. As chance would have it, this girl was a huge Willem Dafoe fan, and Rocco ended up getting Dafoe into the bar. When she saw him, the girl was very excited and began asking him for an autograph. Dafoe, always the smoothie, told the girl he'd give her an autograph if it was okay with Rocco.
The tattoo that Connor (Sean Patrick Flanery) has on his left hand/index finger says, "VERITAS", which is Latin for "Truth". Murphy (Norman Reedus) also has a tattoo in the same place, but on his right hand, that says, "AEQUITAS", which is Latin for "Justice/Equality".
The character "David Della Rocco" is named after the actor who plays him, because the character was based on and written for him.
Troy Duffy: The bar patron in blue overalls and black t-shirt in the scene where the McManus brothers get into the bar fight with the Russians. Duffy is actually seen standing in the background and doing nothing after the fight starts. In fact, his whole band (The Boondock Saints, formerly The Brood) have cameos in that scene, including Troy's brother, Taylor.