The entire film was shot guerilla-style. No permits or licenses were obtained for the entire three weeks.
While shooting the insurance scam scene, two Dallas Police Cars waited in the parking lot to ensure nothing illegal took place.
Only two takes were possible during the Chicken Fight scene because passengers on the trains started dialing 911 as they were boarding. After the second take, two DPD motorcycle officers showed up and let the crew know how lucky they were not to get shot. It just so happened that Homeland Security and Dallas SWAT were training that day on the trains.
All of Willie's racist rants in the Bank Patsy scene were ad-libbed and not scripted. It turns out his lines are the most often quoted by viewers.
The Stealing Beer scene and the Prison Rape scene were both shot in one take.