Had to be filmed in two weeks.
During the final day of filming in April 1996, Jack Nance was involved in a six-car accident on an L.A. freeway while on his way to the set and injured his right knee. He then walked with a cane for the remainder of his life.
Clea DuVall told Femme Fatales magazine in 1999 that she's still embarrassed that she showed her ass in the film.
This was actually Jack Nance's final acting role, but that it was released prior to his death in late 1996 whereas Lost Highway was filmed before this film was made and released after Nance's death.