In his autobiography "Is That It?", Bob Geldof says that his agent first told him about the project while he was riding in a taxi, and that he said that he didn't want to do it because he didn't like the music of Pink Floyd. Roger Waters knows this story, not because he read it in Geldof's book, but because the taxi driver was actually Waters' brother.
Bob Geldof managed to cut open his hand badly during the scene in which his character destroys his hotel room. To the astonishment of the crew, Geldof refused medical attention until director Sir Alan Parker had the scene wrapped up.
The scene in which Pink is calling his home from the United States and is very depressed to hear a man's voice, was made by actually placing a call to England through a random, unsuspecting AT&T operator. The conversation was recorded and played over the filmed sequence. On the album, the call comes at the end of "Young Lust," instead of right before it here.
On the commentary track on the DVD, the last thing Roger Waters says in the commentary is "Isn't this where we came in?" just slightly before the very end of the end credits. The album, unlike the film, is bookended by the selection "Outside the Wall" with the last few notes of that song played in the beginning of the first selection of the album, "In the Flesh?" What is interesting is that if the album is repeated on a loop (easier done these days with a mp3 version of the album played on a media player), the last three words heard in the album, which are "Isn't this where", are merged with the first three words heard in the album, which are "We came in" to form the sentence "Isn't this where we came in?"
Bob Geldof is terrified of blood and found the razor blade scene extremely difficult to film. He was only supposed to shave his eyebrows. Feeling himself seized by the role, he improvised the scene and shaved his entire body. This scene was inspired by Pink Floyd founder Syd Barrett (as was much of the album), who became mentally ill and left the band in the late 1960s. According to the band, Barrett once left a crowded dinner party, went home, shaved his head, and went back, behaving as though it was the most normal thing in the world. Some of the people who were close to Syd during his decline had to leave the theater during the scene, because they found it so disturbing.
Michael Ensign: Plays the hotel manager. He would also play a hotel manager two years later in Ghostbusters (Acchiappafantasmi) (1984).