Matthew Modine's character gets excited when he hears a message left on his machine from who he believes to be Madonna about a possible acting gig. In real life, Madonna: Crazy for You (1985) includes footage of Matthew Modine from the movie Crazy for You (1985).
Buck Henry's character's name, Dr. Leuter, means "Dr. Dick" in Dutch.
Steve Buscemi reprises his role as Nick the director from Tom DiCillo's previous film Living In Oblivion.
Nicole Kidman and Julianne Moore were being considered for the role of Mary by the production company Lakeshore Entertainment, even though director Tom DiCillo always had Catherine Keener in mind, as she had appeared in all of his films up until that point. Lakeshore's initial refusal to hire Keener became a point of contention between them and DiCillo during the casting process. At one point, they were only going to hire her if DiCillo told her to consult with a professional makeup artist and a personal trainer chosen by Lakeshore. DiCillo thought this suggestion would hurt Keener's feelings so he refused to do so and still ended up getting her casted.
Bronson Pickett's character's name, Rubio, means "blonde" in Spanish.