The fictional 1930s Depression-era town of Brandon, in which the film takes place, was designed by Wolf Kroeger and built from scratch in Canada. According to the TCMDb, "the set cost $2.5 million, the largest film set ever constructed in Canada".
According to Demi Moore's memoir "Inside Out", Penn and director Neil Jordan did not get along on the set and had many creative differences throughout the shoot.
The film was originally planned to have an R rating. But during the first week of shooting, the studio changed the aimed rating from R to PG-13 to attract a wider audience.