This movie came in $2 million below its budget. Co-producer Rhonda Tollefson credits this to producer Sir Sean Connery's thrifty Scottish ways. Connery drove his own car instead of hiring a driver, and flew on commercial planes instead of using private ones so that all of the money would show up on-screen.
The building used for exterior shots of Mac's safe house (Castle Duart on the Isle of Mull) was the ancestral home of the chief of the Clan MacLean, which is the maiden name of Sir Sean Connery's mother.
Catherine Zeta-Jones performed most (some sources say all) of the climbing and gymnastics in the rafters, during the "I stole the Rembrandt" sequence at Mac's castle.
This was Sir Sean Connery's last role as a romantic lead in a movie. He did several more movies after this, but they were all character roles.
Released in the same year as "The Thomas Crown Affair." Both films feature a female insurance investigator looking into the theft of a valuable painting which leads them to become intimately involved with a wealthy art thief portrayed by an actor famous for starring in the James Bond series.