Albert Brooks drove the Winnebago for many of the shots, but he was not comfortable doing it anywhere but on a straight road with no turn-arounds or back-ups. He did actually swing the vehicle up to the curb on the busy Manhattan street for a shot at the end of the movie.

Bill Murray was considered for the lead role of David Howard but due to Murray being heavily booked at the time, co-writer/director Albert Brooks decided to not delay the film a year and play the part himself.

In his autobiography, Garry Marshall (who played the casino manager) wrote that he was initially exasperated by Albert Brooks demanding take after take of their scene. But once he saw the rushes and realized that his frustration made his character funnier, he deferred to Brooks's comic judgment.

Drive (2011) director Nicolas Winding Refn has said he cast Albert Brooks as a gangster in Drive (2011) because when Refn saw Brooks in this film as a teenager, he got really frightened by Brooks in the scene where he screams at his wife (Julie Hagerty). Refn said in an interview with 'LA Weekly' in September 2011 that "Albert was like a volcano of emotions. There was something really unique-and threatening. I felt that this guy, eventually, he will kill somebody-so let's make it in a movie."

The film was shot entirely on location except for only three days filming done on studio sound stages.

According to Albert Brooks, the Linda Howard character played by Julie Hagerty was partially inspired by co-writer Monica Mcgowan Johnson who herself actually did enjoy gambling in real life.

For the cross country across America shoot, thirty cast and crew were crammed into just two Winnebagos staying overnight in cheap motels. Actor-writer-director Albert Brooks has said: "We got about as far as Phoenix, Arizona before everyone stopped talking to each other."

The films co-writers would actually work on the script for this road movie whilst on the road. Albert Brooks and Monica Mcgowan Johnson would talk into a recorder whilst driving in a car then transcribe and re-work on paper later.

The film was originally developed for ABC Motion Pictures but by the time the script was finished the company had folded and a new financier was sought which ended up being David Geffen's The Geffen Company.

First film of actor Art Frankel who amazingly made his cinema debut in this movie at the ripe age of fifty-seven.

The use of an original Frank Sinatra song, "New York, New York", was one of the production's big successes. Albert Brooks has said that at that time he believed that Sinatra had not allowed use of his recording of the song in a movie that he did not also appear in. Brooks wrote a letter to Sinatra's attorney Mickey Rubin and then wrote a subsequent letter to Sinatra himself from which rights to the song for the film were secured.

The movie is No. #84 on the American Film Institute's year 2000 list of the funniest movies of all time entitled "AFI's 100 Years... 100 Laughs".

Albert Brooks's manager and the film's producer, Herb Nanas, went along on the cross-country trip. At one point, in New Orleans or somewhere in Louisiana, Brooks recalled, Nanas asked to be given a chance to pilot the RV and was allowed to back one of them out of where it was parked, tearing the awning off the side. He was not allowed to drive again for the rest of the trip.

In Las Vegas, the company worked and stayed at the Desert Inn Hotel, filming in the casino, lobby, and coffee shop. Using the most up-to-date lighting instruments available at the time and shooting on high-speed film, director of photography Eric Saarinen and his crew were able to avoid the usual, powerful movie lights that would have detracted from the authentic atmosphere of an operational casino.

In the roulette scene, Julie Hagerty's character, Linda, is playing (and rooting for) number 22. This is the same number a man plays in the roulette scene in the classic "Casablanca" movie with Humphrey Bogart.

Reportedly, Seinfeld (1989)'s Larry David once revealed in an interview with 'Laugh Factory' magazine during the 1990s that he he had to keep working hard on the comedy sitcom because when he first was married to his wife, they went to Las Vegas and blew all their money just like the couple did in this movie.

The film's closing montage showing the couple approaching New York took ten days to shoot.

Many of the shots of the American cross-country trip were filmed from camera placements set up in usually one of three perspectives: road-side set-ups; a camera car traveling parallel to the RV and a camera positioned on the RV's front passenger seat.

The film 's closing scene is supposed to show the married couple about to enter the Lincoln Tunnel from the New Jersey side, which would take them into New York City - but in the shot that appears in the film, they were actually heading in the wrong direction, having just come out of the tunnel and entered New Jersey.

Julie Hagerty was always Albert Brooks' first choice for Linda Howard.

The movie was shot in forty-five days.

When David (Albert Brooks) appeals to the casino manager (Garry Marshall) to give back his money, disguising it as a pitch to help promote the casino, David argues that he and his wife are different from "all the other schmucks who come here to see Wayne Newton." Newton himself later guest-starred on an episode of "The Fresh Prince of Bel-Air" (1990) in a scene parodying "Lost in America". In the Fresh Prince sequence, Will (Will Smith) and Carlton (Alfonso Ribeiro) appeal to a casino manager (Newton) to give back their money, also disguised as a pitch for the casino.

The cast and crew worked in actual functioning facilities, and instead of props and extras, preferred to include real people and objects that were on the scene. Producer Marty Katz said that using studio sets for most of the picture "would have cheated the audience of a rich movie experience and wouldn't have fully expressed the theme of the film."

A the end of the cross-country trip, Albert Brooks had about four hours of material that had to be sifted for what looked best and most matched the song lyrics, then edited down into a montage lasting only several minutes.

Actor-writer-director Albert Brooks has said in a 2012 interview for "The Essentials" that he started working on this film about two years after his previous picture Modern Romance (1981) whom he also co-wrote with this film's co-writer Monica Mcgowan Johnson.

Reportedly, according to a 1987 interview with David Geffen, Albert Brooks' salary on this picture was US $150,000.

The picture was shot across several American states including California, Arizona, New York State, Washington, D.C., Texas, Nevada, Georgia and New Mexico.

The scenes shot at America's famous concrete arch-gravity Hoover Dam in the Black Canyon of the Colorado River were filmed on both its Nevada and Arizona sides of the site which was formerly once known as the Boulder Dam.

(Cameo) Director James L. Brooks as one of the guests at the going away party.

Considered a "yuppie" version of Easy Rider (1969). The picture uses that film's famous song "Born to Be Wild" in the movie whilst the favorite film of the motorcycle-cop who pulls over the Howards is also Easy Rider (1969). Albert Brooks has said that the film intentionally plays on on the notion of the 1960s Easy Rider (1969) generation dropping out again in the 1980s but this time as "yuppies" not "hippies". The David Howard character actually says in the film that they should drop-out "like in Easy Rider (1969)".

The small middle American town where the Howards stay after they lose all their money was Safford, Arizona.

The name of the casino resort where the Howards stay and lose all their money was "The Desert Inn". This was actually a real-life casino-resort in Las Vegas, Nevada, up until its closing on August 28, 2000.

Included among the American Film Institute's 2000 list of the Top 100 Funniest American Movies.

When Linda loses all their money gambling, David says that he "feels like he's in The Twilight Zone". Albert Brooks might be referring to "The Twilight Zone" (1959) episode "The Fever "(#1.17) in which a man becomes addicted to a slot machine and loses all his and his wife's money.

This film is part of the Criterion Collection, spine #887.

The type of caravan-home RV vehicle that the Howards go cross-country across America in was a Winnebago.

Herb Nanas: The film's executive producer and Albert Brooks' manager as a driver of a Mercedes at the end of the movie.

Larry King: Uncredited, as himself on radio (voice).

Rex Reed: As himself on radio (voice).