Joel Coen had Frances McDormand and John Carroll Lynch conceive a back-story for their characters to get the feel of them. They decided that Norm and Marge met while working on the police force, and when they were married, they had to choose which one had to quit. Since Marge was a better officer, Norm quit and took up painting.
The snow plow that drives past the motel at the end of the film was not part of the script. Signs in the area warned motorists not to drive through due to filming, but a state employee ignored them.
William H. Macy stated in an interview that, despite evidence to the contrary, he did hardly any ad-libbing at all. Most of his character's stuttering mannerisms were written in the script exactly the way he does them in the film.
The actors used a book called "How to Talk Minnesotan" to help with their accents.
Joel Coen: [Stanley Kubrick] Carl (Steve Buscemi) says he's in town for "just a little of the ol' in-and-out," a reference to Laranja Mecânica (1971). When Carl and Gaear (Steve Buscemi) are driving outside Minneapolis, the song 'These Boots are Made for Walkin' can be heard on the radio, a reference to Nascido para Matar (1987), which features the same song. Some shots during the kidnapping, such as breaking the door down, are a tribute to O Iluminado (1980).