Bob Odenkirk and David Cross have disowned the final cut of this movie.
This movie was held by New Line Cinema for two and a half years after it was completed. It was never released theatrically, but was released on DVD on September 16, 2003.
On the "Mr. Show" 4th season commentary, Bob Odenkirk and David Cross talk of a different ending to the film that would have taken Ronnie to Scotland. While there he would have found and killed the Loch Ness Monster, gotten knighted by the queen of England, have sex with her, then steal her VCR. They never bothered trying to sell it to New Line Cinema since they knew they would never go for it.
According to David Cross, the original script was a collection of sketches like his series, Mr. Show with Bob and David (1995). But New Line asked Cross and Odenkirk to focus more on Ronnie Dobbs.
In an early scene of the film, David Cross boldly crosses paths with an oncoming Union Pacific train in Doraville, Georgia. However, there are no Union Pacific rail lines in the entire state of Georgia, and it would be rare if not impossible to ever see a union pacific engine running on a CSX line. They are much more common in California.