The film was supposed to be shot entirely on location in the Basque country but local authorities wouldn't give any financial support, so the producers chose to shoot in Madrid and surroundings instead, where they were offered the support they needed. The decision was taken only a few days before principal photography began, so the shooting had to start with half of the locations still to be defined.
Javier Bardem was considered for the role of Pako, but was committed to Perdita Durango (1997) for the same dates. He eventually ended up making a cameo appearance as the star of a soap opera shown on a TV set. Viggo Mortensen was also considered for Pako, but his Argentinean accent was deemed not suitable for a character who had to sound genuinely Spanish.
Director Juanma Bajo Ulloa was determined to offer the role of Araceli to Claudia Schiffer, as it was defined in the script as a stunning beauty and had no dialogue. He finally never approached Schiffer because the character grew in importance after several re-writings and it required more dialogue, and Schiffer is not fluent in Spanish.