Shame tells the bodyguard/thug "say hello to Arnold for me" before hitting him with the gun. Sven-Ole Thorsen and Arnold Schwarzenegger knew each other from bodybuilding competitions, and Schwarzenegger introduced Thorsen to the movie business. Thorsen has appeared on-screen in nine Schwarzenegger movies, and has done stunts and training for actors and stuntmen in many others.
Shame's first name as written in the screenplay is Andre. It's never spoken, but it's visible on the check he receives at the beginning of the film.
Kim Fields auditioned for the role of Peaches.
In Peaches' first scene at Shame's office, she's talking on the phone while watching a soap opera. Kim Wayans is on the other end of the line.
The history of the love triangle between Shame, Angela and Mendoza is never explained in a linear fashion. But it is known that Angela was with Mendoza first. It is likely that while he was a cop, Shame was assigned to somehow get close to Mendoza and did so through Angela; falling in love with her in the process.