While filming the scene in which Doc notices Rudy waiting in ambush outside his hotel room, Michael Madsen dropped his pants off camera in order to get the desired look of surprise out of Alec Baldwin.
When Carol is driving the car and Doc is shooting from the back seat, a spent cartridge ejected from the gun hit Kim Basinger on the lip. Filming stopped for over a week while the wound healed.
At the request of the actors, all of the love scenes between Alec Baldwin and Kim Basinger were done in a closed empty room with the cameras operated remotely.
Michael Madsen accidentally banged Burton Gilliam's face into the closet door for real. As a result, Gilliam had to be taken to the hospital to get five stitches in his lower lip and was unable to work for five days until the swelling went down and the stitches were removed.
A sequel was planned, but never materialized.