The opening tracking shot (8 minutes) includes people talking about famous long tracking shots in other movies. The scene was rehearsed for a day, shot for half a day. Fifteen takes were done, five were printed, and the third one was used in the film. The entire sequence was unscripted, and all the dialogue is improvised.
Scenes with Jeff Daniels playing golf in a surgeon's gown at a hospital and Patrick Swayze showing off karate moves were filmed but cut.
The interior of Griffin Mill's office is the same as used in Barton Fink (1991).
Cher appears at the awards ceremony in a bright red dress, despite the invitation specifying "black and white only." In real life, Cher never wears red.
The rushes from the movie being filmed with Scott Glenn and Lily Tomlin were filmed while the actors were rehearsing the scene.
A scene with Tim Robbins and Peter Gallagher having lunch was cut from the movie. The scene featured cameos by Franco Nero, Tim Curry, Martha Plimpton, Richard D. Zanuck, Richard Edson, and Seymour Cassel.
In the original novel by Michael Tolkin, June's second name is Mercator, not Gudmundsdottir.
In the scene where Tim Robbins (as Griffin) stops to say hello to Burt Reynolds in the restaurant, Reynolds improvised the scene, not knowing anything about Griffin but manages to know he's an "asshole".
During the funeral scene, the writer giving the eulogy is wearing the same outfit as David Kahane when he was murdered (boots, blue jeans, red shirt, brown sportscoat and glasses).
The celebrity cameos were not written in the script. Robert Altman added them all in. No scripted dialogue was given to any celebrity with a cameo.
Julia Roberts - among others - did her cameo for nothing.
It is estimated that if all the celebrities who did cameos were to charge their normal asking prices, the budget for the film would be in excess of $100 million on salaries alone.
Writer Michael Tolkin actually had a film company ring him up and try to option Habeus Corpus, the blatantly ludicrous film that is pitched within the movie.
Made its money back within its first month of release.
The handwriting on the ominous death-threat letters and postcards received by Griffin Mill actually belongs to Robert Altman, who took great pleasure in writing the notes himself.
The writer pitching The Graduate: Part II to Griffin Mill is, in fact, a cameo by Buck Henry (as himself). Buck Henry co-wrote the screenplay for The Graduate (1967)
The house used as Griffin and June's home in the final scene belonged to Robert Altman.
At one point, Walter (Fred Ward) asks Joel Levison (Brion James) if he's ever seen the original version of D.O.A. (1950). Levison says he has, and that he thinks it was remade a few years ago. James was in the remake, D.O.A. (1988).