When Johnny Knoxville claims that he was Lon Chaney's lover after being thrown out of the liquor store, Knoxville actually had no clue who Chaney was. He saw Chaney's star on the Hollywood Walk of Fame as he was thrown out and thought it would be a funny thing to say.
The "rocket skates" segment was originally planned to air as part of the Jackass (2000) television show, but it was added to the movie after MTV refused to air it. Another reason it was put into the movie is that the skit was filmed again in Japan but the bottle rockets used on the roller skates were weak as compared to the ones in the original segment.
Loomis Fall came up with the idea of the "night pandas" segment because he wanted to go to Japan. The crew agreed to bring him along simply because nobody had the heart to tell him that pandas are from China, not Japan.
Mat Hoffman, Steve-O, Bam Margera and Johnny Knoxville all suffered serious injuries during filming. Hoffman broke his wrist when he fell off his bike during "Sweaty Fat Fucks" and was also knocked out in the same incident, Knoxville was knocked out when his golf cart flipped over and again when he fought Butterbean, Bam tore his hamstring at the beginning of the movie's production and developed an infection after the branding (which involved a lengthy hospital stay) and Steve-O developed a serious infection when he fell into a contaminated river in "Poo River Pole Vault" (DVD only), which was later edited into "Tropical Pole Vaulting".
The Japanese fortune teller says, "Nihongo o wakarimasu ka?" to Chris Pontius as Party Boy, to which party boy simply nods and sits down. The fortune teller had just asked him, "Do you understand Japanese?"
The final stunt of the movie features Johnny Knoxville diving into water with Rip Taylor holding up a "The End" sign. On the DVD release of the movie, you can actually see that this was the last part of a much larger stunt involving all of the cast members that was never successfully completed. It was mostly featured on at least the European VHS release however, and the complete stunt was reminiscent of a stunt track, in which every cast member would be part of the track, with Johhny Knoxvile diving in the water as the climax.
The final segment, "Butt X-ray", had to be edited as any scenes of a toy car being inserted into Ryan Dunn's anus would be classified as pornographic and instantly land the film with an NC-17 rating. Such a rating would have severely limited the film's audiences.