When the film was screened at Cannes, the only slot it was allowed was a single midnight showing. Unexpectedly, it became the first film to sell out the slot. It was then extended to several other midnight showings, all of which sold out.
According to Rusty Cundieff, a scene was written in which NWH finds the skeletal remains of Spinal Tap backstage (a reference to the getting-lost-backstage scene from Spinal Tap (1984)), but there was no time to film the scene.
The film was officially shot for $999,999.99, because ITC didn't want to budget it for an actual $1 million.
Rusty Cundieff shot a version of the project on 3/4" video with a budget of only $600, which helped to sell it to investors.
One of the song from the movie, "Come and Pet the P.U.S.S.Y.," is a parody of the song "Gonna Make You Sweat" by C&C Music Factory. It also spoofed the conflict between C&C Music Factory and Martha Wash, who was uncredited for singing the chorus of the song.