Arnold Schwarzenegger's character of Kalidor was originally to have been a reprisal of Conan (the star of the comic book where Red Sonja first appeared), but the film did not acquire the rights to this name. An unofficial explanation endorsed by fans is that Kalidor is one of Conan's "traveling names," a common feature of multi-national mythical/legendary heroes such as Zeus aka Jupiter and J.R.R. Tolkien's Gandalf aka Mithrandir.
The original theatrical trailer of this movie contains cutting room-floor footage of scenes glimpsed only briefly in the film's prologue: Sonja, left to perish in her burning home, is saved by her dying brother Barlok; Gedren, prior to her disfigurement, addresses her soldiers and slaves.
The name of Ronald Lacey's character, "Ikol," spelled backwards is "Loki." Loki, in Nordic mythology, was the God of Evil and Corruption, infamous for being a jealousy-prone troublemaker, and plays a pivotal role in the End of the World.
It is commonly believed that Robert E. Howard created the character of Red Sonja in one of his Conan short stories. In reality, he created a character with a similar name (Red Sonya) appeared in "Shadow of the Vulture," a story set in 16th-century Turkey with no Conan connections. This was the namesake of the famous "Red Sonja" who first appeared in a Conan comic book written by Roy Thomas and illustrated by Barry Windsor-Smith.
Arnold Schwarzenegger himself eschews this movie as one of his worst, yet he (laughingly) claims that it's an excellent disciplinary tool for his children: "I tell them, if they get on my bad side, they'll be forced to watch Red Sonja (1985) ten times in a row. Consequently, none of my kids has ever given me much trouble."
Arnold Schwarzenegger only signed up for nothing more than a glorified cameo, as a favor to producer Dino De Laurentiis. Much to his surprise, he was stuck on the set for four weeks, three weeks longer than expected, and discovered after watching a rough cut of the movie that his role was basically filled out to that of the co-star, thanks to crafty angles and multiple cameras being used. Schwarzenegger decided not long after, to try and terminate his 10 year contract with De Laurentiss.