According to Terry Gilliam, the last line Heath Ledger spoke for filming on the set was "Don't shoot the messenger." When Johnny Depp filmed his role after Ledger's death, Depp asked Gilliam if he could try a new ad-lib: "Don't shoot the messenger", unaware that Ledger had improvised an identical line. Gilliam was astounded, remarking, "Heath is still out there. Johnny's channeling Heath somehow. I mean, Shirley MacLaine would love all this."
After the death of Heath Ledger, production was shut down for a few months. Then it was re-started when Johnny Depp, Jude Law and Colin Farrell agreed to complete Ledger's role. The film's fantasy premise, and some clever rewrites, let the actors play a man whose appearance changes as he travels between imaginary worlds.
In one of the closing scenes, Mr. Nick (the embodiment of Satan in the movie) is shown offering an apple to a group of nuns - an ironic reference to the Biblical story of the Original Sin where the devil, changed into a snake, seduces Eve to taste the Apple of Knowledge and leads to her and Adam's eviction from the Garden of Eden.
The film contains various references to the classic staging of Samuel Beckett's play 'Waiting For Godot' including Tom Waits' black suit and bowler hat and Jude Law dragging a rope noosed around his neck (as does Lucky in the play)
The name "Parnassus" in literature typically refers to its distinction as the home of poetry, literature, and learning. Parnassus was also the site of several unrelated minor events in Greek mythology.
Throughout the movie the character Percy describes that unanswered telephone ringing drives him crazy. At the end of the credits of the movie, there can be several telephones heard ringing the main score of the movie.
First Terry Gilliam film since Twelve Monkeys (1995) to be nominated for any Academy Awards. Both films were nominated for two Awards but did not win either. Both were also nominated for Best Costume Design.