Macaulay Culkin was paid $4.5 million, then the biggest ever salary for a child star, as well as 45 times his salary for Esqueceram de Mim (1990).
Because of the cold temperatures, several cameras froze during production.
The swimming pool scene was shot at the Four Seasons in Chicago, Illinois, because the Plaza Hotel doesn't have a swimming pool located on-site.
After one scene, Macaulay Culkin asked Joe Pesci why he never smiled. Pesci told him to shut up. At the time, Pesci said, "He's pampered a lot by a lot of people, but not me, and I think he likes that."
Frank Oz: After Harry Lime and Marv Merchants leave the fish market and walk down the sidewalk, Marv steals money from the red donation can. Right after Marv says "Now we're the sticky bandits" the scene changes. Frank Oz places money into the red donation can and walks away.
Monica Devereux: The hotel operator with whom Kevin makes a reservation, pretending to be his father.
Ally Sheedy: The airport gate agent that tells Kevin what city he's in. Sheedy was originally considered for the role of Kate McCallister in Esqueceram de Mim (1990) before Catherine O'Hara was cast. Sheedy appeared in this film as a favor to John Hughes.