This is Margarita Levieva's first HBO series since How to Make It in America (2010) & The Deuce (2017).
Mark Ruffalo and Jamie McShane both starred in The Avengers (2012). They also starred in a Thor movie, McShane was in Thor (2011) and Ruffalo was in Thor: Ragnarok (2017).
Michael Keaton was originally considered for the lead role, before having to drop out over schedule conflicts and Mark Ruffalo being ultimately cast instead.