The scene with Giancarlo Esposito, Stephen Gevedon, José Zúñiga, and Malik Yoba took all day to film. The extremely hot temperature combined with the lack of script made it difficult for the actor to improvise a good scene. After many takes, Harvey Keitel secretly told Peggy Gormley to slap Gevedon in the scene to garner an energetic reaction. That take is used in the film. But the long day took a toll on director Wayne Wang who was suffering from bronchitis, so Paul Auster stepped as director for the next two days.
Victor Argo's character was supposed to continue to refuse Roseanne Barr's character's demand to go on a trip. But Argo found Roseanne so unrelenting that he broke down and agreed to go. Changes had to be made to later scenes to include this story change.
Filmed in just five days, using the same set and much of the same cast as Smoke (1995). The premise of the film came to directors Wayne Wang and Paul Auster while watching an improvisation session between Harvey Keitel et. al. to help them get into character for filming Smoke (1995). They decided that the improvisations were so funny that they would spend a few days after shooting Smoke just filming film is almost entirely improvised. Auster and Wang claim to have "borrowed" the idea of shooting another movie on the back of an existing one from Roger Corman who often used to shoot movies very quickly on leftover sets from other productions.
Mel Gorham's performance of "Fever" was filmed three months after the film wrapped. At the film's wrap party, Gorham performed a rendition of "Fever" that so impressed the film's producers they decided to add a scene with her performing the song.
After initial filming wrapped, Paul Auster and Wayne Wang realized that the improvisational concept was not working. The directors requested three more days of additional filming in which all of the scenes were scripted. The scenes with Keith David and Madonna were scripted.