Winona Ryder signed on to the film without reading the script because she was a fan of David Wain's work on Wet Hot American Summer (2001).
There is a reporter in the "no other gods before me" story named Jim Stensel. This is the same name that Janeane Garofalo gives to David Hyde Pierce when she is unable to think of her favorite astrophysicist in Wet Hot American Summer (2001), another project by former members of The State (1993).
Along with being the voice during the animation sequence, H. Jon Benjamin was supposed to be the Lying Rhino body. Benjamin did not show up to the set that day so the part was recast to Peter Salett.
Purchased at the Sundance Film Festival for $4.5 million by THINKFilm and City Lights Pictures.
Every member of The State (1993) makes an appearance. Due to scheduling conflicts Michael Patrick Jann was unable to make a true cameo but a picture of him is held up during the last story.
This movie was created by some of the members from the sketch comedy show called MTV's The State (1993). Most of the cast is featured in the movie as cameos.