The actors are all competent musicians, and they're actually playing on the soundtrack.
Harry Shearer, Rob Reiner, Christopher Guest and Michael McKean were given $10,000 to write a script. They made a 20-minute version of the film to better demonstrate the improvisation they had in mind. Several scenes from the demo are in the finished movie.
After the film opened, several people told Rob Reiner that they loved the film but he should have chosen a more well-known band for a documentary.
During the metal detector scene, the background voices making announcements over the PA are the band members without their English accents.
Rob Reiner originally was going to be one of the band members. He ended up directing after Harry Shearer said he "didn't look good in spandex."