Tom Waits, an animal lover, agreed to the role without reading the script upon hearing he would be surrounded by rabbits.
The scene where Hans refuses to put up his hands was essentially improvised by Walken.
Billy's (Sam Rockwell's) dog hat was not originally part of the wardrobe. Colin Farrell bought it during a road trip with Rockwell and put it on his head.
To the premiere of the film, Sam Rockwell and Colin Farrell wore matching shirts with a cartoon depiction of their costar Christopher Walken on them.
In the graveyard scene, the grave that the Jack of Diamonds killer is hiding behind is named "Rourke". Mickey Rourke was initially cast in the movie, but dropped out after disagreements with writer and director Martin McDonagh. He was replaced by Woody Harrelson.