When Jennifer Lopez's character (Grace McKenna) flashes back at the end of the film we see lots of photographs of her as a child. These photographs are actually photos from Jennifer Lopez's private collections of herself as a child.
The town of Superior, Arizona exists and has also been the filming location for The Prophecy (1995), starring Christopher Walken.
When a journalist asked Oliver Stone why he did such a film, Stone responded that he wanted to make a small film that he would enjoy seeing as a teenager.
Sean Penn had originally turned down his role due to schedule conflicts, and Bill Paxton replaced him. About a week before filming, Paxton backed out; fortunately, Penn had become available.