The Finnish movie, to which Man with Guitar (Sir John Hurt) refers, is The Bohemian Life (1992) by Director Aki Kaurismäki, a friend of Writer and Director Jim Jarmusch.
Several lines of dialogue spoken by The Blonde (Tilda Swinton) are taken from an essay Swinton wrote about film titled "A Letter to a Boy from his Mother".
When The Blonde (Tilda Swinton) talks about a swooping bird in a room full of sand, she is referring to a scene in Stalker (1979).
The atmospheric music for the film was written by the Japanese band Boris.
The Lone Man visits the Reina Sofia Museum in Madrid four times to see four paintings: The Violin (1916) by Juan Gris, Nude (1922) by Roberto Fernández Balbuena, Madrid desde Capitán Haya (1987-1994) by Antonio López and Gran Sábana (1968) by Antoní Tapies.