Anthony Michael Hall cast many of his friends and co-stars from other movies, such as Robert Downey, Jr., who shared scenes with Hall in La donna esplosiva (1985) and La grande promessa (1988); and Judd Nelson, his co-star in Breakfast Club (1985).
This marks as the first encounter between Samuel L. Jackson and Robert Downey, Jr, though they don't have any scenes together. They would later appear in several movies in the Marvel Cinematic Universe.
Samuel L. Jackson's mailman is sporting the exact same horseshoe mustache and mutton chops of his Jules Winnfield character in Pulp Fiction (1994), only a little grayer. Hail Caesar was shot sometime in September through November of 1993, and Pulp Fiction began shooting September 20, 1993 and wrapped on November 30, 1993. So either Jackson was growing this famous beard in the lead up to Pulp Fiction while shooting Hail Caesar or there was even some overlap between the two films.
Leslie Danon later guest starred in an episode of Weird Science, based on the 1985 movie, which starred Anthony Michael Hall and Robert Downey Jr.