Michael Keaton was originally cast in the lead role, and footage was shot. Director Woody Allen decided it wasn't working, and replaced Keaton with Jeff Daniels.
For the amusement park scenes, filming was brought to the classic and now closed amusement park Bertrand Island which was located in Mount Arlington at Lake Hopatcong, New Jersey. The park was quite a famous one in its heyday, and had closed shortly before filming commenced on the site. Some rides seen were the originals from the park, but others were props brought in by the film crew.
After this film was previewed, word got back to Woody Allen that if he just changed his ending, he could have a big hit. Allen declined, saying that the ending is one of the reasons he made the film.
In an interview in a Belgian magazine, Viggo Mortensen said that he was very proud to have played a small role in this movie during a difficult time of his life. When he proudly took his entire family to a movie theater to see it, he was extremely disappointed to find out that all of his scenes were cut from the final movie.