Ben Stiller's cameo was shot in two days in California because he was unable to fly to New York for filming, due to a scheduling conflict.
Director Todd Phillips first offered the lead role to Howard Stern (Phillips is a big Stern fan), but Stern had to turn it down because he was about to leave terrestrial radio for satellite radio and did not have the time to film a movie. The role eventually went to Billy Bob Thornton.
Bill Murray was attached to play Dr. P at one time with Christopher Masterson playing Roger. Murray and Masterson both had to pull out of the project at the last minute.
At one point in the film, Horatio Sanz says, "Things are going to change, I can feel it". This line references Beck's song, "Loser," where a man speaks the line in the musical break. Beck actually sampled this line directly from the experimental film Kill the Moonlight (1994).