Actor Bill Finkbiner tore his calf muscle in a deleted scene. If you watch closely you might see a subtle limp in the scenes shot just hours later at the fishing resort.
The point of view creature that chases Bill through the lake was originally written to be a shark. When the filmmakers had trouble hiring a trained, freshwater shark, they opted to rewrite the scene.
Jesse's apartment, the cramped studio apartment seen in the film was actor Bill Oberst Jr.'s living quarters throughout the filming of Coyote.
The grave that Bill digs turned out to be filled with parasitic mites. Both Oberst and Juenger fought through bug bites for two nights of filming.
Bill's home was actually the home of filmmaker, Trevor Juenger, during the film's production.