Thadeus A. Thomas was a real Yellow Pages salesman who wandered onto the set one day and tried to sell the cast and crew Yellow Page ad space. Gus Van Sant was so intrigued by him he asked him to appear in the film.
Seven years before production, 14-year-old Holger Thaarup of Denmark was originally cast as the lead, Blake. He didn't speak any English and Gus Van Sant intended the role to be silent; Van Sant then met 17-year-old Michael Pitt and cast him instead.
The "long dolly shot" in which the camera slowly pulls away from the window while Blake plays inside took seven takes to successfully complete. As the crew only had three pieces of dolly track, crew members had to take track from the front and run it around to the back while the dolly moved backward.
Gus Van Sant had originally intended to make a direct bio-pic of Kurt Cobain in the mid-1990's but ran into legal obstruction from Cobain's widow, Courtney Love. Undeterred, Van Sant met with Love to discuss some ideas for the film, as well as her possible involvement. Though the two actually became friends and discussed the film for years, Van Sant eventually realized that Love was too devastated by Cobain's death to ever collaborate on the film or even allow a bio-pic to ever be made and adapted his ideas into this fictionalized story.
Ricky Jay's character describes a magician's trick in which the illusionist gets a member of the audience to shoot at them and they amaze the audience by catching the bullet and goes on to explain how the illusionist died this way. The year after Jay was in The Prestige in which this is Christian Bale's character's signature move. He is also injured in this trick but not killed.
While the character of Blake is a thinly-veiled analogue of Kurt Cobain, both director Gus Van Sant and actress Asia Argento deny that her character is based on Courtney Love, Cobain's widow. Van Sant and Love are friends in real life, and he expressly avoided any reference to Love in the film, as he considers Cobain's suicide too painful a matter to confront for Love and the rest of Cobain's family to base a film around. Argento also cites the frequent demonization of Love by Cobain's fans as a reason to leave her character out of the film, as the widow has already suffered too much criticism surrounding the death of her husband.