According to Bill Murray, he considered retiring after doing this film because he felt that it was the best acting performance he could ever give.
Jim Jarmusch asked each of the four female leads to write a version of the pink letter from the point of view of their respective characters. He used a combination of those four letters in the film.
Bill Murray agreed to do the film on the condition that he would not have to travel more than an hour from his home in Hudson Valley, New York. Jim Jarmusch agreed and all scenes were filmed in either New York or northern New Jersey.
The opening credits mention that this movie is dedicated to Jean Eustache. He was a French film director, who killed himself at the age of 41, just after finishing the french classic The Mother and the Whore (1973). The story from that classic is also about a womanizer, comparable to the story of Jim Jarmusch.
Bill Murray plays Don Johnston, a character similar to the legendary Don Juan (his name is even a version of Don Juan), who was said to have been with many women, but only physically, never emotionally. The film Murray is watching on TV, at the beginning, is The Private Life of Don Juan (1934), from 1934, starring Douglas Fairbanks as the title character. The specific portion shown concerns his feigning his death to avoid his debts.
Jim Jarmusch: [putting on a burnt CD in car while driving] Don Johnston puts on a home-burnt CD (given to him by Winston) every time he rides a car. In Ghost Dog: The Way of the Samurai (1999), Ghost Dog puts on music from a home-burnt CD every time he rides a car.