The film was originally meant to be an adaptation of Elmore Leonard's novel "Bandits", to which Bruce Willis owns the film rights, but the producers felt it was too weak and brought in writer Harley Peyton to write a new script from scratch.
When Terry wakes up saying "Beavers and Ducks", it's a reference to two arch-rival Oregon college football teams, the Oregon State University Beavers and the University of Oregon Ducks.
Darren Head's house is the same house that was used as Jackie Treehorn's house in The Big Lebowski (1998).
The little girl who belches during the dinner scene is Bruce Willis' daughter, Scout... and according to him, that belch was not enhanced. The other girl is another one of Willis' daughters, Tallulah.
Val Kilmer was originally considered for the part of Joe, and Bruce Willis was originally going to play the part of Terry, but due to scheduling conflicts, Kilmer backed out, and Willis took over the part of Joe.
Billy Bob Thornton has a phobia of antique furniture in real life, and the producers wrote it in as part of his character.
At the cabin right after they "pick up" Kate, Joe stretches a drape between the two sides of the bed, saying he saw it in a movie once. Kate asks, "How does [the movie] end?" Joe says, "With a wedding." At the end of the movie Harvey marries the Pink Boots girl.
Director Cameo: [Barry Levinson] The last staff to the right of the camera in the studio room from Darren's point of view when he presented "Criminals at Large" at the beginning of the film.
Hans Zimmer was the only choice for the music composing. However, Zimmer was just finishing Hannibal (2001) and Pearl Harbor (2001) at the time in London, and he already committed himself to Black Hawk Down (2001), which was recorded in the US. Barry Levinson said that he would move the film for a later release, waiting for the German composer, since they are good friends since Rain Man (1988). Zimmer politely refused it.