Camel withdrew a $5,000 sponsorship because of the scene in which Dez tells Roberta that she "should stop smoking".
The identical triplets dressed in matching outfits outside the publishing house where Madonna places a personal column were triplets not originally in the script. The director Susan Seidelman noticed them walking down the street while setting up the shot and wanted them in the scene, as they captured the movie's theme of doubling. These three brothers, Robert Shafran, David Kellman and Eddy Galland, were separated at birth and received a great deal of publicity when they finally meet as adults. They were later the subject of the documentary Three Identical Strangers (2018).
Major scenes take place in two famous landmarks of the New York "Downtown" art scene: Gary Glass tracks down Susan at Danceteria, the New Wave nightclub where Madonna first performed; also, Dez works at the Bleecker Street Cinema, one of the most famous "art house" theaters in New York City.
Upon reading the script for the first time, Rosanna Arquette expressed her desire to play the role of Susan. She was surprised to discover the producers wanted her to play the lead role of Roberta.
The producers couldn't get Kevin Costner or Dennis Quaid to read for the role of Dez. With two female leads, some actors didn't want to be third fiddle.