Finistirre, the last name of William H. Macy's character, is a misspelling of "finisterre", the ancient Latin expression for the edge of the flat earth. It means literally "end (finis) of the earth (terre)", or "land's end." It is also the name of the most western point of the Spanish region of Galicia, as well as the name of a French "département" (county) of Finistère located at the most western point of the country. The character's first name is Ortolan, which is the scientific name of a tiny bird controversially force-fed, drowned, and consumed whole in French cuisine.
As part of the message the movies promotes, no one is shown smoking a cigarette throughout the entire movie. In fact, except in the black and white film that Naylor watches, no-one is seen even holding a cigarette. Naylor holds an empty packet and The Captain holds an (unlit) cigar.
When Nick and Joey are riding the Ferris wheel, their "ice cream" is really mashed potatoes. This is because hot movie lighting causes real ice cream to melt too quickly to ensure continuity from shot to shot. The use of mashed potatoes is an old photography trick used commonly in the advertising industry (which this movie is about), and is something infinitely more desirable than the other oft-used ice cream substitutes in film or photography: Crisco or Lard.
Jason Reitman wrote individual letters to each of the stars in the film telling them why they would be right for the part. Every one of his first choices accepted their parts and most thanked Reitman for his great letter.
One of Sam Elliott's conditions to do the part was to have him carry a rifle in a scene instead of the scripted shotgun. Jason Reitman agreed to change the script. When they were about to do the scene, Reitman realized that he had forgotten about the rifle and went to the prop wagon frantically hoping to find one. There were three guns laying on the tailgate, two shotguns and a rifle. When Elliott picked up the rifle, Reitman breathed a sigh of relief. He asked Elliott if he needed instruction on how to use it. Elliott declined and said that he knew how to use it because the rifle was his.
Sam Elliott's character Lorne Lutch is based on real "Marlboro Man" model Wayne McLaren, who contracted lung cancer, testified for anti-smoking legislation, and had the Phillip Morris Company try to deny he was in the ads. Two other models - David McLean and Dick Hammer - also died of lung cancer. A fourth, Eric Lawson, died of respiratory failure due to chronic obstructive pulmonary disease, or COPD, at the age of 72 in 2014.
17 minutes into the film you see an ad "More doctors smoke Alpacas than any other cigarette." This is a spoof on Camels cigarettes, which used that slogan on paper and on old time radio advertisements.
Leading up to its release, it was reported by numerous trade magazines that Tom Cruise had demanded a sex scene involving his wife, Katie Holmes, be cut from the movie. At the 2006 Hay-On-Wye book festival, Jason Reitman dismissed this report as complete rubbish, explaining that these reports came from the film's first festival screening where an overzealous projectionist had accidentally cut the scene when splicing the film together (an easy mistake to make, as the scene came at the end of a reel and followed a couple of seconds of black). At a Q&A that followed said screening, Reitman mentioned to the festival audience that there was a missing sex scene in the version they just saw, which was somehow seen by (equally overzealous) reporters as being a result of Tom Cruise and/or Scientology's involvement.
Christopher Buckley's father, columnist William F. Buckley Jr. died of emphysema in 2008. One of Bill Buckley's last columns before his death was entitled "My Smoking Confessional", in which he wrote he'd ban smoking in USA if he had the authority.
The Academy of Tobacco Studies building in DC is really the Department of Energy (the James Forrestal Building) on Independence Avenue SW. The Academy's sign is superimposed over the actual Department of Energy sign.
The courtroom news clip at the end of the movie is not footage of a tobacco executive on trial, but shows the trial footage of Detroit Police Officer Larry Nevers on trial for the death of Malice Green.