Cast members must venture to Nevada to make their crank calls, because it is one of a few states where only one party need consent for a conversation to be recorded.
Before any episodes aired and the show was still being written, the original title of the series was 'Prank Puppets,' but a Comedy Central lawyer approached executive producer Adam Carolla and said that the show's name would have to be changed. She said the title (despite the premise of the show) "implied spite and malice" and that it was a "legal liability." Neither Adam, nor the rest of the crew really believed that argument, but they reluctantly changed the name anyway.
The puppet Jimmy is based on Jimmy Kimmel and the puppets Kevin and Katie are based on his children, Kevin Kimmel and Katie Kimmel. Jimmy, Kevin, and Katie voice themselves.