- Declined the offer to direct This Is Spinal Tap (1984), because she thought you couldn't make fun of Heavy Metal music.
- She was the oldest of four children. She often had to look after her siblings because her dad was killed when she was seven and her mom worked several jobs. She often chooses to interview musicians with troubled backgrounds because she feels her background was just as troubled.
- She has directed one film that has been selected for the National Film Registry by the Library of Congress as being "culturally, historically or aesthetically" significant: The Decline of Western Civilization (1981).
- She admits that she has two distinct careers, one where she does mainstream Hollywood films like Wayne's World (1992) and the other, where she does independent music themed documentaries like the "Decline of Western Civilization" films.
- She studied psychobiology (studying how the brain reacts to external forces) and film in college, eventually attending the film program at UCLA. After college, she produced short and feature length films directed by comic Albert Brooks, some of which were shown during the first season of Saturday Night Live (1975).
- Is first cousin of Greek/French director Costa-Gavras.
- Her absolute favorite band is Pink Floyd.
- Mother, with Robert Schoeller, of Anna Spheeris.
- Mother-in-law of Damon Fox.
- Daughter of 'Gypsy' Spheeris.
- Member of the San Francisco punk band The Avengers.
- First cousin once removed of Julie Gavras and Romain Gavras, who are the children of her first cousin, Costa-Gavras.
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