Jennifer Jason Leigh had already finished shooting her role in Eyes Wide Shut (1999) when she took on this role. When her scenes in that film required re-shooting, the schedule required for it interfered with this one. Leigh chose to stay on this film and her role in Eyes Wide Shut was re-cast.
Two Producers of the film are Hungarians, so it is not by chance that the X and the Z of the word "eXistenZ" are capitalized, since the letters between them make the Hungarian word "isten," which means "god."
In the scene where Jennifer Jason Leigh and Jude Law hole up in a motel room after the failed assassination attempt, the bag their fast food comes in has "Perky Pat" written on it. This is a reference to the novel "The Three Stigmata of Palmer Eldritch" by Philip K. Dick. As many have noted online, this movie takes many of its themes about nested reality and alienation directly from this book by Dick. In "Three Stigmata", however, the framework of the false realities is not a video game, but drugs called Can-D and Chew-Z.
The character of Allegra may be a reference to a minor character of the same name in Samuel R. Delany's novella "The Star Pit". In that novella, Allegra is a child prodigy able to telepathically project any type of reality she wishes on anyone around her.
In the scene where eXistenZ is introduced, the late-coming assassin, Noel Dichter (Kris Lemche), has his ID card scanned. On the bottom of the card, a line of text is scanned, which is written in the ancient Babylonian language.