According to lead Alec Baldwin's co-star Eric Roberts, Baldwin took a huge risk during the shoot (related by Roberts) as follows: "Heaven's Prisoners (1996) was probably one of the best location shoots I've ever had because it was down in New Orleans, and we were down there for probably 10 or 12 weeks, and it was just a blast. Oh, and one little story that people might like: It was my first night there, I wasn't shooting but I was on the set to say hello to Phil Joanou, our director. Alec (Baldwin) had this scene where he had to jump into the water-pond, really-and swim across it. They're getting ready, they're all set up, Phil says, "Here we go! Alec, you ready?" "Yeah!" And suddenly alligator eyes appear on the water. Everybody freezes. "There's a gator! Oh, my God!" Alec says, "It's cool. I'm going in." The stuntman goes, "You're not going in!" Alec says, "Roll the camera!" They roll the camera, Alec jumps in, crosses the pond, gets out. "Okay, we got the shot?" And we moved on. I couldn't believe it. He's got the balls of a dinosaur, dude. It was wild. True story! He really did that. It was cool!"
Originally slated for release in the fall of 1994 when Savoy Pictures (who originally produced and financed the film to its competition) delayed it. The film was then slated for a 1995 release by the studio, but was finally shelved again because Savoy Pictures had folded in bankruptcy. Le dernier Cheyenne (1995) was the final film released under the Savoy Pictures banner. Heaven's Prisoners and a few of the remaining titles that had been delayed for release by Savoy were picked up by other studios. New Line Cinema finally released the film in the spring of 1996.
Alec Baldwin was hoping to return to the Dave Robicheaux character in a follow up to be called "Dixie City Jam", but this film's failure at the box office led to the sequel being scrapped.
Teri Hatcher recalled a funny situation that happened while she was shooting her frontal nude scene on a balcony. "We were shooting at a beautiful old plantation house which is also a popular museum in New Orleans," said Teri. "I had been doing the scene all afternoon. I was standing on the balcony and I walked past these huge glass doors. Out of the corner of my eye I saw about 20 men and women in their seventies, just standing, staring at me as I walked past them completely naked. All I could do was burst into laughter. They were on a museum tour - caught in the wrong place at the wrong time."
Alec Baldwin, in his role as executive producer, approached Phil Joanou to direct the film based on the suggestion of his then-wife, Kim Basinger, who'd had a wonderful time working with Joanou on Sang chaud pour meurtre de sang-froid (1992).