The footage of Hedwig on The Rosie O'Donnell Show (1996) was shot when "Hedwig and the Angry Inch" was just an off-Broadway musical as a promotion for the show. When Rosie O'Donnell holds up the Hedwig CD, it is a copy of the original Broadway cast recording.
The story depicted in the song "Origin of Love" is from Plato's "Symposium," in which Aristophanes gives a speech about love being a product of the need to reunite with one's other half after being split into two, as punishment for conspiring to usurp the gods of Olympus.
Unlike most musical films the films musical segments are only partly filmed on playback. John Cameron Mitchell didn't want to have to lip-sync the lines in the music so the band playing was recorded in studio, played back on set and sang live. His vocals were recorded and then mixed later on with the recording of the band, making it sound like they too were performing live. However, on the soundtrack, the vocals were mixed to sound as if they were recorded in a studio as opposed to on set.
Mike Potter, who did Hedwig's hair and makeup for both the stage production and the movie, can be seen in drag in the scene where Tommy picks Hedwig up off the street, as the second call girl leaning against the wall. He was given the drag name "Renatta Options Options" by John Cameron Mitchell.
Yitzhak is seen wearing a "Rent" sweatshirt and later decides to audition for the role of Angel in Rent (2005). In real life, John Cameron Mitchell was originally offered the role of Angel but had to turn it down as he was doing "Hedwig".
The "car wash" gag in the "Sugar Daddy" number was a choreographic artifact from the original show: During the show's original run, there was a designated "car-wash" chair, and celebrity audience members would be placed there.
The Bilgewaters chain of restaurants that Hedwig and The Angry Inch perform at are decorated with graphics of the sinking of the Titanic. The original off-Broadway production of HEDWIG started in the ballroom of a hotel that gave shelter to the surviving crew of the Titanic in 1912.
John Cameron Mitchell was required to wear so much makeup for such long periods of time, that after his daily lunch break, he'd go to his trailer, shave off his growing five o'clock shadow (through the makeup), then go have his makeup touched up and return to shooting.
John Cameron Mitchell:
Keep your ears open when Tommy is being mobbed by reporters after his car accident. Mitchell is the voice of the reporter shouting, "Tommy, what's your relationship to Hedwig Robinson?"