Howard Stern was allowed to improvise the final monologue in which he talks to the camera. Only one take was filmed.
Howard Stern, Robin Quivers, and Fred Norris were still doing their morning radio show five days a week during production on the film. Every morning, they would go immediately to the set after the show. Jackie Martling and Gary Dell'Abate, with smaller roles, also juggled two jobs. As did Howard's intern, Steve Grillo, who was a full-time production assistant for the movie.
John Stamos introduces Howard's Fartman character in the opening scene but in real life it was Luke Perry. Perry later admitted to Stern that he feared the movie would not be good and turned down the chance to play himself.
Mary McCormack originally did not want to accept the role of Alison because of Howard Stern's controversial reputation. She accepted the chance to audition only because she wanted to meet director Betty Thomas. When McCormack told Thomas that she was refusing the role, Thomas encouraged her to listen to Stern's radio show and meet him in person. McCormack became a fan of the show and accepted the role.