At one point, Dr. Van Horn (Willem Dafoe) writes on a scrap of paper: "Celia - s 'il y a". This pun was based on a similarity between a girl's name and a phrase in French meaning "if there is". It is a direct reference to Samuel Beckett's novel "Murphy" (1938): Celia, lover of an eponymous character, has an uncle, Mr. Willoughby Kelly, who comes up with this piece of bilingual wordplay. Paul Auster has consistently acknowledged Beckett's influence on his own oeuvre.
In the opening sequence, with black-and-white photos of beautiful women, amongst them is a 1967 photo of Vanessa Redgrave, taken by Victor Skrebneski, the woman hugging her shoulders, face in profile, hair flying. Also, there's a photo of Louise Brooks, a.k.a. Lulu.
In this movie, Celia (Mira Sorvino) is cast as Lulu in an adaptation of "Pandora's Box", one of the Lulu plays by Frank Wedekind. This movie also has a cameo by singer Lou Reed (Not Lou Reed), who went on to do an album with Metallica based on these plays, called "Lulu", it was his last full-length album.
The character of Dr. Van Horn was originally written for author Salman Rushdie, a good friend of Writer and Director Paul Auster. Because the fatwah issued against Rushdie by Ayatollah Ruhollah Khomeini in 1989 had not been lifted, production costs would have exploded because of the necessary security to guard Rushdie.
Juliette Binoche was originally cast in the role of Celia Burns. She had to pull out at the last minute. She is thanked in the movie credits.