Director Mary Lambert asked Madonna to star in this film, but she declined because the film had "too much nudity and sexual content".
Mary Lambert had also directed Madonna: La Isla Bonita (1987) music video the same year in exactly the same city. The exteriors in the music video are identical to the ones in this movie.
Ellen Barkin is pretty bold in this film, with full frontal nudity at revealing angles. "There was something about the nudity in Siesta that was different. I'm totally nude in the first minute of that picture, and it never bothered me. And it was also the first time I ever took my clothes off in a film. I guess there was less of a sexual context," Barkin said.
The newspaper that washes into the gutter has Claire's picture with the headline: La chica americana "Daredevil" continúa perdida ("The American girl Daredevil remains lost")