The performance piece that Steve Buscemi delivers in the Martin Scorsese segment was conceived and written by the actor himself.
Jessie Keosian, who plays Aunt Ceil in the Woody Allen segment, "Oedipus Wrecks," was Allen's high school biology teacher. They had not met since high school until the audition for this film.
Paul Herman appeared in all three of the film's segments. He played three characters in the film: a cop in "Life Lessons", Clifford the Doorman in "Life Without Zoe" and Detective Flynn in "Oedipus Wrecks". Herman had previously appeared in films directed by Martin Scorsese, Francis Ford Coppola and Woody Allen: Scorsese's The Color of Money (1986) and The Last Temptation of Christ (1988), Coppola's The Cotton Club (1984) and Allen's The Purple Rose of Cairo (1985) and Radio Days (1987). Herman later appeared in Scorsese's Goodfellas (1990), Casino (1995) and The Irishman (2019) and Allen's Bullets Over Broadway (1994) and Mighty Aphrodite (1995).
Four generations of Francis Ford Coppola's family worked with him on "Life Without Zoe": his father Carmine Coppola composed the music and played the street musician, his younger sister Talia Shire played Charlotte Montez, his daughter Sofia Coppola co-wrote the screenplay with him and his granddaughter Gia Coppola played Zoe Montez as a baby.
Martin Scorsese: Uncredited, as a man having a picture taken with Lionel Dobie (Nick Nolte ) in the last few minutes of his segment "Life Lessons".