As told in his memoir, Kim Basinger's then husband Ron Snyder found two love letters penned by Richard Gere stashed in a drawer in Basinger's home gym at the end of April 1986, decided to follow his wife on one of her late night shoots with Gere, tracked the cheating superstars to a restaurant and watched them passionately making out in the parking lot in Gere's limo. Snyder later confronted her and the marriage survived the affair, until Basinger started another romance on the set of Batman (1989).
When director Richard Pearce traveled to Chicago in Illinois, USA to make final decisions about filming locations there, actor Richard Gere went along, familiarizing himself with his character Eddie's world by spending many hours riding with Chicago undercover cops. In his sometimes frightening visits to the city's seamiest and most violent neighborhoods, Gere was grateful for any stray moment of humor that presented itself. "There were the two suspects", Gere - the American Gigolo (1980) star related wryly, "who argued back and forth, 'it's the Gigolo' - 'No, it's not ' - 'Yes it is' - all the way into the paddy-wagon".
The car wash seen at the beginning of the movie still exists and is now a Mobile Station on Elston Avenue in Chicago.
In North Carolina, the production company alternated between practical locations and the studio back-lot, as it shot the continuation of what director Richard Pearce calls "Eddie Jillette's progression from an objective world to a subjective one". The film locates this world in the community "cross the rivah" from New Orleans called Algiers and in the surrounding bayou country. But Pearce pointed out that the real Algiers, Louisiana is a respectable suburb which was currently undergoing gentrificaton. Pearce said: "The Algiers in the film is a mythical underworld, as is the bayou country. That world is not meant to be a realistic representation of the Cajun culture of the bayous. In fact, it's totally imaginary, it has nothing to do with Cajun culture".