Danny Devito was hesitant about the snowblower scene due to the possible danger. Charlie Day actually suffered bruised ribs from filming the scene.
This is the only episode of the series which contains uncensored F words until season twelve.
A Very Sunny Christmas was meant to be aired as a Season 5 episode but released as a Season 6 episode, hence the SD-HD format.
Charlie Day injured his back during the stunt for the snow blower scene where The Gang gets blown backwards.