The Band's management had overbooked the show. Two days before the show, they tried to have Muddy Waters taken off the bill. Levon Helm, The Band's drummer, threatened not to play the show if Muddy Waters was asked to leave. Muddy Waters is in the final cut of the film.
Bob Dylan decided he did not want to be in the film 15 minutes before he was due on stage. His reasoning was that he did not want to have two films he was in (the other was Renaldo and Clara (1978)) competing with each other at the box office. Bill Graham, owner of the Winterland, intervened and Bob decided to play. The conditions were that only the last two songs of his performance could be filmed.
In the interview where Helm and Robertson talk about their first time in New York, Robertson states that they stayed in the Times Square Hotel located on 42 Street. The Times Square Hotel is actually located on W. 43 St between 7th and 8th Avenues. The building has since been renovated into apartments but the lobby and most of the building remains true to its hotel roots and is still named the Times Square.
After the concert, Martin Scorsese and Robbie Robertson moved in together in a house in Laurel Canyon, CA. It was here that most of the post-production editing happened without the help of most of the other members of The Band.
During the performance of the song "Mystery Train", performed with Paul Butterfield, the stage lights blew out, leaving only one spotlight to light the stage. When Neil Young performs "Helpless", Joni Mitchell is singing background vocals from a microphone backstage.
Robbie Robertson's interview comments about the road claiming its victims proved prophetic in 1986, when Richard Manuel committed suicide while on tour with a re-formed version of The Band (minus Robertson).