Wendell Pierce is not a trombonist. He started taking lessons when he was cast as a trombonist, so his handling of the instrument would look credible on-screen. When Antoine Batiste plays, a professional trombone player off-screen provides the actual music. In season 4, a version of this behind-the-scenes story plays out in one of Antoine's story lines, when Antoine is hired to teach a non-trombonist actor (Lanny Fox, played by Wilson Bethel) to fake playing the trombone credibly during a movie shoot.
Real New Orleans musicians or bands who appeared on the show as themselves include: Kermit Ruffins, Coco Robicheaux;, Donald Harrison Jr., Dr. John, John Boutte, Art Neville, Irma Thomas, Clarence 'Frogman' Henry, Troy 'Trombone Shorty' Andrews, the Dirty Dozen Brass Band, Galactic, and the Hot 8 Brass Band.
Elizabeth Ashley was a close friend of Tennessee Williams. She is also one of the preeminent stage interpreters of his female characters. Starting with her performance as Maggie in a 1974 Broadway revival of "Cat on a Hot Tin Roof," she has played nearly all of Williams's female leads.
The title of the first and the last episode are a compound, resulting in "Do You Know What It Means to Miss New Orleans", which is a famous song written by Eddie DeLange and Louis Alter, first heard in the movie New Orleans in 1947, where it was performed by Louis Armstrong and sung by Billie Holiday.
According to David Simon, Spike Lee recommended Elizabeth Ashley because she is a true New Orleans persona.