The film's title is taken from a Tom Waits song. In the end credits he receives "special thanks" for its use.
Gary Oldman stated in a 2012 interview that he headed immediately to the set of True Romance (1993) the day after wrapping on this film. The final scene was actually shot last, and he states that in the scene, he already has the "swagger" of his True Romance (1993) pimp character Drexl Spivey, prompting his then-girlfriend to suggest he do another take.
Lena Olin performed her own stunts for the car scene, including crawling from the backseat to the front, kicking out the windshield and crawling through it, rolling off the car's hood, then running down the street, all while handcuffed and in heels. The sequence was originally going to be shot with stunt woman Janet Paparazzo but Olin said that after watching Paparazzo and Peter Medak working on the scene, she approached Medak and asked him if she could do it herself. Olin recalled: "He said 'Of course, fine,' and it was fun. I mean, I'm a chicken and would never risk anything, but it worked."
The character of Mona was originally an Italian and a resident New Yorker. When Ellen Barkin dropped out of the project due to a real-life pregnancy, she was replaced by Lena Olin and Italian Mona DeMarco became Russian Mona Demarkov.