Bales is challenged to tell 20 nose jokes. After he tells 18 or 19, he asks "How many's that?" to which he is told, "Fourteen!" He goes on to tell another six, making 24 or 25 in total. (One was deleted in the TV version, resulting in the different totals.)
At one point in the film a character is talking to Chris about Roxanne's surname being odd and says "It's Kazanski or something like that". Iceman Kazanski was Val Kilmer's character in Top Gun (1986) which also starred Rick Rossovich.
When C.D. is challenged to think of 20 better jokes than "big nose", one of them, "you must love the little birdies that you give them this to perch on" is taken directly from the original scene in "Cyrano de Bergerac."
During the balcony scene, C.D. speaks to Roxanne of being like Chagall's floating "blue man": "I'm suspended weightless over you like the blue man in the Chagall, just hovering, hanging in a delirious kiss". This quote references artist Marc Chagall's recurring theme involving a hovering blue man in several of his artworks such as "La Mariée" (French for "The Bride"), "Aleko and Zemphira by Moonlight", "Aleko", "Amoureux au Bouquet", "Les Amoureux" (aka "Lovers and Flowers"), "Les Amoureux en Gris", "Lovers in Moonlight", "The Dream", "Lovers and Daisies", "Bouquet Des Fleurs", "Saint Jean Cap Ferrat", "Couple Au Dessus De St. Paul", "Die Verliebten", "Abduction of Chloe", "The Lovers", "L'Arbre De Vie", and "Gladiolas Les Glaieuls" to name a few. The film makes reference to the artist again when the Chagall painting titled "Above the Town" can be seen in CD's house over the fireplace, which features a man in green and a woman in blue flying above the town.
In a scene where Roxanne slaps C.D. in the face, Daryl Hannah accidentally hits Steve Martin's prosthetic nose, apparently dislodging it. As Martin reaches to his face, otherwise on cue, the viewer can see him fumble with his nose using his fingertips, rather than more naturally holding his assaulted cheek.
In a radio interview, Steve Martin said about his role in Roxanne that it was the first time he felt respected in a film role as opposed to being recognized for his celebrity as a one-time stand-up comedian.
While wearing the false nose, Steve Martin was often greeted with the phrase "Nice nose!" One day between scenes he had to use the lavatory in a bar, and on the way across the room he passed a group of bikers. Steeling himself for the usual greeting, he was delighted to hear one of the bikers instead ask "Why the long face?"
This is a reference to the expression, "Keep your nose to the grindstone," only insofar that grindstones were used to file down protuberances. One look at CD's nose would make anyone sympathetic to a grindstone - nothing whatosever to do with being "conscientious to your work"...
The term "keeping your nose to the grindstone" refers to making flour. The miller constantly sniffed at the grindstone. If there was no smell the grain was feeding into the stones too fast and the flour would be coarse. If there was a burned smell the grain was feeding in too slowly resulting in ruined flour and possible damage to the stones. It has nothing to do with grinding off one's nose.