The movements from the opening scene ritual are actual movements of a Japanese tea ceremony. Jodorowsky states that the girls themselves were not actual actresses, merely two people who "wanted to have a spiritual experience. They were searching for their own truth, the naked truth."
Jodorowsky recalls that the lizard and toad circus was difficult to prepare for and film. The toads themselves were hard to dress, as "their urine was like acid," and they'd keep filling up with air and then blowing it out, trying to escape. The lizards, on the other hand, were incredibly sedate, and the cameraman would have to leave the camera rolling for long periods of time before they'd even flick their tongues or move their eyes.
During the boating sequence, Jodorowsky had intended to shoot a scene where the group leaps into the ocean to "get in the infinite waters." The cast proceeded to leap in, then promptly began to drown. The crew was so busy trying to rescue them that nothing of the scene ended up being shot.
The chanting audible during the opening ritual scene includes the lineage of Buddhist teachers. Jodorowsky's name appears exactly as the chant says "Shakyamuni," which refers to Siddhartha Guatama, the historical buddha who reached nirvana while meditating beneath a bodhi tree.
The trivia items below may give away important plot points.
George Harrison, himself a big fan of Jodorowksy's work after having seen El Topo (1970), was originally up for the role of The Thief, but disagreed with the director over what he considered gratuitous nudity - particularly, the shot where his anus is bathed. Rather than cast a stand-in, or remove the shot altogether, Jodorowsky stood his ground, prompting Harrison to drop out. Jodorowsky later expressed some regret over this in the Anchor Bay DVD commentary, noting that Harrison's involvement could have exposed the film to an even larger audience.
During the decapitation scene, the actor actually struck Jodorowsky for real, cutting his neck and nearly killing him. Jodorowsky reflects that had the sword actually been real, he would indeed have been decapitated.
The crew didn't obtain any permits for the shot of the helicopter setting down in the street, merely had an actor in a police uniform stop traffic while they filmed, then proceeded to run off after the shot was complete.