- He was the subject of indie band Half Eye's seven-album repertoire: the first letter of the album names spell out his name: U.D.O. K. I. E. R.
- Can speak at least three languages, including German, English and Danish.
- Loves horror movies, and has a particular fondness for playing vampire characters.
- He also sings.
- Is the godfather of director Lars von Trier's daughter Agnes.
- Collects designer furniture.
- In 2020 he was invited to join the Academy of Motion Picture Arts and Sciences.
- Starred in Madonna's music video for her song 'Deeper And Deeper '.
- Starred in Paul Morrissey's back-to-back horrors, Du sang pour Dracula (1974) and Chair pour Frankenstein (1973). Of the two, Udo says he prefers "Blood for Dracula".
- Herr Kier has in the past expressed his desire for the juicy role of a Bond film arch-villain, a casting he felt he was expressly suited for.
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