Contrary to popular belief, Andre Gregory and Wallace Shawn have said they are not playing themselves in the film and are merely playing characters with their own names. When asked about it, they said if the opportunity ever came to remake the film, they would switch roles.
Wallace Shawn and Andre Gregory mention electric blankets as one of the negative examples of technology in the modern world. As it turned out, because of the overly cold set they had to work on, many of the cast and crew resorted to using them to stay warm.
The low-budget flick was shot in an abandoned hotel in Virginia---in the winter. "Since we didn't have the money to heat the hotel, (producer Beverly Karp) brought me a bit of cognac from time to time," recalls a co-producer. The crew kept warm by wearing ski clothes; the actors just had to act warm, aided by the lights and long underwear.
Throughout the film, Andre Gregory references his wife "Chiquita"; in real life, he was married to Mercedes "Chiquita" Nebelthau (aka Mercedes Gregory), who died in 1992. Nebelthau was a documentary filmmaker whose credits include three films about Jerzy Grotowski, whom Wallace Shawn and Andre talk about.
Throughout the film, Wallace Shawn references his "girlfriend Debbie". Though not actually identified, Debbie is the acclaimed short story writer Deborah Eisenberg. Eisenberg is also an extra in the film, a dark-haired diner Shawn glances at as he scans the restaurant while standing at the bar waiting for Andre.