According to Ethan Coen, Nicolas Cage was crazy about his Woody Woodpecker haircut and that it reacted to H.I.'s stress level. The bigger the danger he's in, the bigger the wave in his hair gets.
Randall 'Tex' Cobb was not familiar with riding motorcycles prior to filming. While shooting the scene where he rides up to inspect the hole where Evelle and Gale had escaped from prison, he actually crashed into the hole on one of the takes.
The shot in which the camera moves in on Florence Arizona discovering that Nathan Jr. is gone is a direct homage to The Evil Dead (1981), a film on which Joel Coen was an assistant editor.
Joel Coen, Ethan Coen: [Kubrick] The acronyms "P.O.E" and "O.P.E." spray-painted in the washroom and shown in reverse in the mirror are references to the Stanley Kubrick films Dr. Strangelove or: How I Learned to Stop Worrying and Love the Bomb (1964) and The Shining (1980). The soundtrack prominently features the 9th Symphony of Ludwig van Beethoven, also used memorably in A Clockwork Orange (1971).