Trivia

Leningrad Cowboys are a Finnish band with a constantly rotating lineup who often mix American rock music with traditional Russian folk songs, sometimes playing one in the style of the other.

Actor Nicky Tesco (who was with the group about two weeks from New Orleans through Texas) described the filming process as "guerilla filming". The actors/band and the crew traveled in a convoy of multiple vehicles, and most of the songs heard in the film were filmed in actual venues along the way. The scenes in Mexico were actually shot in the Texas border town of Del Rio.

Mika Kaurismäki shot some location scenes in the U.S. for Cha Cha Cha (1989) shortly before his brother Aki Kaurismäki arrived there to film Leningrad Cowboys Go America (1989). Both films share some of the same cast and crew made up of "Kaurismäki regulars", including cinematographer Timo Salminen. Most of the U.S. crew members also worked on both films.

At the wedding, when Vladimir pours himself a shot by the tap hidden in the cactus, he uses a Jägermeister glass.