Originally, Sam Shepard wrote the character of Sky as part Native American, but because of Wenders desire to cast Sarah Polley, that aspect of the character was set aside. Both agreed that her being Native American was not essential to the character, and Wenders had wanted to work with Polley because he'd been so impressed with her acting in past projects.
According to the Director's DVD commentary, the casinos in Elko were "too crummy" for shooting. The casino scene was shot instead in the Peppermill and Rainbow casinos in West Wendover, Nevada.
Sam Shepard's son, Jesse, stood in for his father on the fast riding sequences. Shepard did some of his own riding, but he was not permitted to do more than a trot.
The picture of Sky's mother is a photograph of Sarah Polley's own mother, the late Diane Polley. Diane, who died in 1990, was a huge fan of Sam Shepard. Shepard plays the father of Sarah's character in the film.
One of five cinema movie collaborations of Sam Shepard and Jessica Lange. The others being Frances (1982), Country (1984), Far North (1988), and Crimes of the Heart (1986).