One of the patrons of Sally's bar is author Jonathan Ames, who wrote the novel which the movie is based on.
In the "upper crust" society of New York and Palm Beach, escorts are often called "walkers," and some men do make a career out of being walkers.
Kevin Kline was a student in Marian Seldes' acting workshop.
Ms. Seldes played Vivian Cudlip, this was her last film.
As Henry drives Louis and himself to the theater for the first time, Henry demonstrates that he is a wild driver, without concern for other drivers and pedestrians. At one point, a voice off-screen yells "Asshole!" This is what Otto would exclaim from time to time as he wildly drove through London in A Fish Called Wanda (1988). Both Henry and Otto are played by Kevin Kline.