In his autobiography, Garry Marshall, who played the casino manager, wrote that he was initially exasperated by Albert Brooks demanding take after take of their scene in the office. But once he saw the rushes and realized that his frustration made his character funnier, he deferred to Brooks' comic judgment.
Bill Murray was considered for the lead role of David Howard but, due to Murray being heavily booked at the time, co-writer/director Albert Brooks decided to not delay the film a year and play the part himself.
Drive (2011) director Nicolas Winding Refn said he cast Albert Brooks as a gangster in Drive (2011) because, when Refn saw Brooks in this film as a teenager, he got really frightened by Brooks in the scene where he screams at his wife (Julie Hagerty). Refn said in an interview with 'LA Weekly' in September 2011 that "Albert was like a volcano of emotions. There was something really unique-and threatening. I felt that this guy, eventually, he will kill somebody-so let's make it in a movie."
Lost in America (1985)'s co-writers actually would work on the script for this road movie while on the road. Albert Brooks and Monica Mcgowan Johnson would talk into a voice recorder while driving in a car then transcribe and rework on paper later.
Herb Nanas, Lost in America (1985)'s executive producer and Albert Brooks' manager appears as the driver of a Mercedes near the end of the movie.