Shia LaBeouf was asked to send pictures of his penis in order to obtain his role. He subsequently decided to send in personal sex tapes of him and his girlfriend having sex in order to convince Lars von Trier to cast him.
According to Stellan Skarsgård, the "chocolate sweets" portion of the first chapter is based on an anecdote told by a female friend of Lars von Trier about how she and a friend dared each other to have sex with people on a train for a bag of candy.
Stellan Skarsgård, who plays Seligman, the man who saved Joe from the street and then listens to her sexual stories, played Erik in Anita: Swedish Nymphet (1973), a psychology student who helps Anita, a self-confessed nymphomaniac, by listening to her sexual stories and trying to help her change her self-destructive ways.
In the scene in Chapter Two where Joe compares her genitalia to automatic doors, some archive footage of leaves blowing towards a set of automatic doors is shown. This footage is from Lars von Trier's The Kingdom (1994).
The number of chapter headings both in this film and Nymphomaniac: Vol. II (2013) that begin with "The" also reflects the Fibonacci sequence numbers that are constantly entwined with Joe's life: Five ("The Compleat Angler," "The Little Organ School," "The Eastern and the Western Church (The Silent Duck)," "The Mirror" and "The Gun") and three (""Jerôme," "Mrs. H" and "Delirium").
In all three films of director Lars Von Trier's "Depression Trilogy" ("Antichrist" / "Melancholia" / "Nymphomaniac"), there is noteworthy symbolism and plot points involving a window inside a house. The symbolism varies and has different levels of significance in the three films; story/plot-wise, though also very similar in ways as well, involving the characters and stories, depending on which films are compared.