The food that hits Nicolas Cage throughout this movie was thrown by director Gore Verbinski.
Nicolas Cage recorded all of the inner monologue at a local recording studio before shooting began. He was fed the audio on-set.
Despite Paramount Pictures suggesting that the production be shot in Canada, to substitute for Chicago, Gore Verbinski and Nicolas Cage both insisted that this movie be shot in Chicago for authenticity.
The "plastic" spoon stuck to Nicolas Cage's lapel was actually a metal spoon that had been painted to appear plastic and which was held in place with a magnet.
While shooting this movie in February, director Gore Verbinski was surprised to find that the weather in Chicago was warm, as it didn't produce any snow. The production designers had to re-create snow from scratch, as this movie takes place during the winter.
There's a scene in which Mike (Nicholas Hoult) is watching a movie while his parents are fighting downstairs. The movie he's watching is Clear and Present Danger (1994), which included Chris Conrad, who happens to be the brother of Steve Conrad, writer of this movie.
The Naperville Central High School marching band was asked to be in the parade, and the song they are playing is their school's fight song.
To complement the fast food theme, the McDonald's logo appears prominently on-screen no less than nine times.