According to the director's commentary, William H. Macy was given three suits to wear during the film. During scenes where his character Bernie was hapless and unlucky, he wore a suit that was two sizes too big for him. During scenes where his luck was starting to turn around, he wore a suit that was one size too big for him. After he falls in love and is extremely lucky, he wears a perfectly tailored suit. Also, as Bernie's luck improves, the lighting surrounding him gets brighter, and his shirt and tie go from dark and subdued to bright and colorful.
Alec Baldwin was cast specifically with the punching of the pregnant Charlene scene in mind as the director said that viewers would have an easy time believing Alec is capable of such an act.
William H. Macy said that when the film was shown in European film festivals, afterward people mostly discussed the script and the characters, but when the film was shown at American film festivals, people mostly discussed how good Maria Bello looked in her nude scenes.
This film originally received an NC-17 rating and was re-cut to achieve an R. The details of the rating dispute are documented in the film Los censores de Hollywood (2006), which shows some of the deleted footage.