The scene in which Braddock is tortured by having a rat tied to his neck was originally to be filmed with a fake animal, but the prop didn't turn up on the set. Chuck Norris claims he instructed the filmmakers to kill a real rat, then held it in his mouth while he thrashed around.
In the opening scene, when Braddock jumps from the helicopter, the smoke machine simulating a hit to the helicopter can clearly be seen on the skid.
According to his biography Against All Odds, Chuck Norris asked to do only one take in the scene involving where the character of Franklin is burned alive. He said he would have to think about his own brother's death in Vietnam in order to convey the most realistic responses to the burning, and told the crew he only wanted to do that once.
Filmed simultaneously with Rombo di tuono (1984), in June of 1985, this film was supposed to be released first. However when the producers realized the second film was the better of the two, they released it first, and named this film a prequel. This explains why screenwriter Steve Bing receives a credit for "characters" in what became the first Missing in Action.