During the filming in and around Santa Fe, New Mexico, Billy Bob Thornton did a "One stop promotion tour" as he put it, for both his album Hobo, and The Astronaut Farmer at the Santa Fe bookstore, Borders.
In the scene where Charles Farmer asks the employee of Dunkin Dounts for advertising on his rocket, the shot shows Farmer in front of a large glass window in front of a graveyard with a short chain link fence around it. The shot of the employee is the actual inside of the real Dunkin Donuts in Santa Fe, New Mexico. However the graveyard in the shot is a real graveyard with graves dating back to roughly 1910. The graveyard is actually behind the Dunkin Donuts.