When Christopher Walken works with guns in film, he checks them himself before each scene for safety reasons and his own personal ease. During the scene when Sean Penn sticks a gun in Walken's face, Walken checked the gun before the scene started. Before the director had the chance to say "Action", Penn ran off camera and shouted, "Give me the other gun!" He immediately returned to Walken and started the scene. This is the cut that made it into the movie, and Walken was really terrified.
In the scenes filmed in the town square of Franklin, Tennessee, there's a monument with a soldier that is visible in the middle of the square. In reality, the monument is of a Confederate soldier, but as this story is supposed to be in Pennsylvania, the production team had to change the appearance of the statue to look like a Revolutionary War soldier.
Screenwriter Nicholas Kazan originally wrote in the script a scene in which after Brad Sr. and Brad Jr. "do laundry", Brad Sr. takes little Brad to a whorehouse. The scene was not filmed due to "reasons beyond his control".