Sylvester Stallone asked for a Gulfstream jet (cost: $12 million) as part of his pay for the film. He got one.
In this movie, in keeping with proper, albeit subtle, continuity, we see Rambo's scars from Rambo (1982) (the scar on his right arm, caused by the fall through the trees) and Rambo II: La misión (1985) (the small scar right above his left cheek, caused by the heated knife scraped by his eye).
With its $63 million budget, this was the most expensive film ever made at the time of its release.
John Rambo's horse also appeared in Indiana Jones y la última cruzada (1989) as Indiana Jones' horse.
The last Rambo film to star Richard Crenna as Colonel Sam Trautman. He passed away on January 17, 2003, before a fourth film could be made. The fourth film, Rambo 4: Regreso al Infierno (2008), was dedicated to his memory.