Billy Bob Thornton came up with his character's hair cut on his own. The moment Noah Hawley saw him, he knew they were both on the same page regarding the character.
Every episode starts with the onscreen words "This is a true story. The events depicted in this film took place in Minnesota in 2006/ 1979/ 2010/2019 (depending on what season it is). At the request of the survivors, the names have been changed. Out of respect for the dead, the rest has been told exactly as it occurred." This is a nod to the way that the 1996 source movie Fargo (1996) started (also by claiming that its events were based on a true story). However, neither the movie nor the TV show are actually based on true events. In a 2014 interview, the show's executive producer Noah Hawley clarified the "true story" episode introductions by saying "the show.... It's all just made up. The whole cloth. I didn't go looking for [a] true crime. It started from a character standpoint and everything grew organically out of that."
Jesse Plemons (Ed Blumquist) and Kirsten Dunst (Peggy Blumquist) played husband and wife in season 2. They were married in July 2022 and share a son, Ennis. Likewise, Mary Elizabeth Winstead (Nikki Swango) and Ewan McGregor (Emmit/Ray Stussy) played romantic partners in season 3. They were married in April 2022 and share a son, Laurie.
Each episode of the first season has a title that refers to a koan, parable, or philosophical paradox.
Mary Elizabeth Winstead, who plays ex-con Nikki Swango in the third season, signed on to join the series without knowing anything about her part. She assumed she would be playing a "really nice Minnesota cop or a really sweet Minnesota housewife". Instead she played a sexy, manipulative character, something she never realized she could play until this role.