There are several references to famed Italian horror and giallo director Dario Argento: Adam goes to see a showing of Trauma (93), there is an image from Opera (87) hanging on the wall in Adam's room, as well as a portrait of Argento hanging on the same wall.
The teenage girl who asks May "got any cold ones in there" is dressed up as a zombie cheerleader in the exact same costume and makeup from Lucky McKee's very first movie, All Cheerleaders Die (2001).
Originally the film opened with a lengthy introduction to May as a child. But when the film appeared to be taking too long to get to its point, most of those scenes were cut. The opening with the adult May, specifically the first scene with her and her doll, were shot quickly and only to make the point that May was lonely as quickly as possible.
Although May was unsuccessful at the box office, it received favorable reviews from critics, and is now considered a cult film.
The scene where Blank and May meet was a re-shoot. In the original scene, May was not cold and vague, but angry, and insulted people as they walked by on the street. The scene ended with the two of them in the park. That scene is still in the film but entirely replaced and reedited. It is now the scene where Adam and May meet and have there final talk in the park. The scene is told only through close ups, with both May and Adam glancing off camera. They were originally looking at Blank who was sitting beside her. But he was edited out of the scene completely.