The character of Dr. Van Horn was originally written for novelist Salman Rushdie, a good friend of Paul Auster. Because the fatwah issued against Rushdie by Ayatollah Ruhollah Khomeini in 1989 had not been lifted, production costs would have exploded because of the necessary security to guard Rushdie. The part eventually went to Willem Dafoe.
At one point, Dr. Van Horn (Willem Dafoe) writes on a scrap of paper: "Celia - s 'il y a". This pun is based on a similarity between a girl's name and a phrase in French meaning something like "if she exists" or "if she is there". It is a direct reference to Samuel Beckett's novel "Murphy" (1938): Celia, lover of an eponymous character, has an uncle, Mr. Willoughby Kelly, who comes up with this piece of bilingual wordplay. Paul Auster has consistently acknowledged Beckett's influence on his own oeuvre.
In the opening sequence, with black and white photos of beautiful women, among them is a 1967 photo of Vanessa Redgrave, taken by Victor Skrebneski, the woman hugging her shoulders, face in profile, hair flying. Also there's a photo of Louise Brooks, a.k.a. Lulu.
In the movie, Celia (Mira Sorvino) is cast as Lulu in an adaptation of "Pandora's Box", one of the Lulu plays by Frank Wedekind. The film also has a cameo by singer Lou Reed (Not Lou Reed), who went on to do an album with Metallica based on these plays, called "Lulu", it was his last full-length album.