The shots in which Sean Penn and Nicolas Cage standing on the railroad tracks with the train coming toward them were done with a large mirror positioned on the track, the camera shooting into it rather than the oncoming locomotive, to give the illusion that the train is coming toward them when the train is actually on a set of tracks nearby.

Actress Elizabeth McGovern worked on this picture pretty much back-to-back after finishing principal photography on Sergio Leone's Once Upon a Time in America (1984).

Originally rated "R" by the MPAA due to strong language and the scene of nudity. Upon an appeal, the rating was reduced to "PG."

The scene in which Sean Penn and Elizabeth McGovern go swimming in the lake was shot in the middle of winter which meant the water was freezing cold, but Penn and McGovern were so into the film they elected to do it anyway.

According to the September 1984 edition of Photoplay (UK) magazine, Sean Penn and Elizabeth McGovern had an "...intimate relationship off-screen during the making of the film. At one time they were living together, but they...split up."

Carol Kane: As Annie.