In the graveyard scene, the grave that the Jack of Diamonds killer is hiding behind is named "Rourke". Mickey Rourke was initially cast in the movie, but dropped out after disagreements with the director.
(at around 7 mins) During the cancer ward visit, the announcement in the background calling for "Dr. Blair, Dr Jane Hamilton, Dr. Jane Hamilton" is a reference to the album "Operation: Mindcrime" by Queensrÿche. The voice is taken directly from the track "Eyes of a Stranger". The album's subject matter of a hitman is in keeping with the film.
In an interview with Peter Travers (the film critic for Rolling Stone magazine), Christopher Walken talked about his character, Hans: "Everybody in this movie does want something... Hans wants to have a nice life. You know. He has a troubled past: difficult, you know, obviously. And I think he's at a point in his life where everything's okay, and then, you know, his wife dies, and things go... go south."
Kevin Corrigan (Dennis) plays a henchman for Charlie (Woody Harrelson) in this film. There is a scene where Dennis forces Hans into a car at gunpoint, where he takes them to the warehouse full of dogs. Corrigan coincidentally played as a henchman for Walken earlier in his career during the film True Romance (1993).
Songwriter/singer/Mogul Craig Braginsky (Craig Wilde) and Rock legend Axl Rose wrote their song in an hour by phone. They payed down the vocals on tracks Craig had programmed and Axl added on to. Craig knew Chris Walken from when they met in 1999 in regards to a Patrick McGoohan screenplay Craig and Patrick were doing. Axl Rose is a big fan of Walken. Colin Farrell sweetly gave his items from the film to Craig's now deceased son.
When Marty is left alone with Zachariah for his first encounter with a psychopath setup by Billy, Zachariah speaks of having an idea that he and Maggie would travel the country killing people. This idea is all too familiar as Woody Harrelson (Charlie) starred as Mickey Knox in Natural Born Killers, a film with the plot of a couple traveling the country killing people.
Both Colin Farrell and Woody Harrelsen starred in True Detective (2014), although they were in different seasons and didn't share any screentime together. Coincidently, the character that Woody Harrelsen played was named Marty, which is the name of the character that Colin Farrell plays in Seven Psychopaths (2012).
The trivia items below may give away important plot points.
The original script revolved heavily on the shih-tzu getting shot in the final stand-off of the film. The film boards insisted that they shouldn't show animal cruelty and the script was changed around it. Billy also refers to this in the grave yard scene when he says "His rabbit gets away, because you can't let the animals die in a movie. Just the women."
Towards the end of the film, Christopher Walken's character, Hans, revealed to be the vengeful Quaker whose story Billy tells to Marty, wanders through the desert in a very similar manner to Harry Dean Stanton's character at the beginning of Wim Wenders' Paris, Texas (1984). When Billy first tells Marty the story, the role of the Quaker is played by Harry Dean Stanton.
Warning: contains spoiler for Taxi Driver (1976)) Sam Rockwell's character Billy Bickle shares many similarities to Robert De Niro's character Travis Bickle in Martin Scorsese's Taxi Driver (1976). As well as their last name, they share an unstable mental illness and a desire for violence. There is also a scene where Billy is talking to himself in the mirror, this is very much like a scene from Taxi Driver where Travis is pretending to threaten somebody in the reflection. Another reference between these two films is that there is a photograph of Billy and Marty (Colin Farrell) with Billy making a gun shape with his hand and pointing to his head, much like the ending to Taxi Driver where Travis does the same.
After Marty and Hans discovers that Billy is the Jack O'Diamonds, you can see Billy playing with the shih tzu, Bonny, right as Marty and Hans drive back to the desert. As they stop and park, you can hear Billy whilsting "Carol of the Bells".
The Zodiac psychopath (the "hippy" with the rabbits) that the serial-killer serial killers take out is a real-life serial killer who was active in California in the 1970s. He was never caught, but sent a series of letters to police that included his "signature", the crosshairs symbol visible all over his house in Seven Psychopaths. Thus, the avenging killers have managed to solve a famous mystery (the identity and location of Zodiac) that has stumped the police for forty years.