The movie is loosely based on the experiences writer Jon Favreau had when he first moved to LA. He had just broken up with a long term girlfriend and counted on his friends Vince Vaughn and Ron Livingston to cheer him up. The characters they play in the film are based on themselves.
The scene with Mike and Trent talking in the car on the side of the road was also filmed without a permit (not only could the production not afford one, it is actually impossible for any film production to acquire one to film on that particular highway). Originally they had planned to film just an establishing shot of the two of them in the car, and a shot of them driving away, and then film the dialog shots later. But director Doug Liman decided instead to film the entire scene on the actual side of the road. During filming, several police showed up, and demanded to see a permit. The assistant director held up the police by telling them that they had a permit, but it was in the office across town, several miles away. To get away with the rest of the scene being filmed, Liman had to pretend he was not filming, and didn't look in the viewfinder, and used a microphone inside of the car instead of a boom. Most of the scene was filmed like this, with the police waiting just out of shot, and the two actors and the director pretending they were in fact not shooting.
Since the filmmakers couldn't afford to pay extras, the scenes filmed at parties were filmed at actual parties that were taking place, with many Hollywood up-and-comers in attendance. Among the people in the crowd of the first party (who turn and look at the group as they enter): screenwriters Stephen Gaghan and Mike White.
When director Doug Liman first sent the script to studios, they were interested in financing it. When Liman said he wanted to cast the writer and his friends as actors, the studios backed off. The money to shoot the film was raised independently and Liman cast who he liked.
Some of the bar scenes were shot in actual bars during business hours. A sign was posted near where they were shooting warning patrons that if they came any closer, they would be unpaid extras in the film.
The scene in which Trent angrily yells at Sue, after Sue insulted Mike, was written specifically at Vince Vaughn's request. Vaughn wanted to show that beneath Trent's bravado and swagger, he truly cared for Mike as a friend.
The shots taken from the hood of the car in Las Vegas were done without a proper permit. The interior of the casino was not the Stardust as the exterior shots imply, but was instead a downtown casino that they paid money to use for the evening.
the film's line producer plays two roles: she plays Michelle's voice on the phone, and she appears as one of the bar patrons at the Derby (the brunette sitting to the right of Trent when Mike leaves the table).