Meyers, Hader and Armisen came up with the idea of a mockumentary show while creating a sketch called "The History of Punk" at Saturday Night Live.
For the episodes involving the gangster festival and the rice-and-chicken cook, Fred Armisen traveled to Iceland and Colombia respectively.
The sketch artist in "The Eye Doesn't Lie" was the actual artist from the court case that the original documentary "The Thin Blue Line" was centered around. This was a total coincidence, as the show's creators thought they had just hired a random police sketch artist.
Hader and Armisen revealed that they would not appear in season 3 due to their commitments to other projects.
The two main actors Bill Hader and Fred Armisen (and Seth Mayers) appeared together as cast members on Saturday Night Live from 2005-2013. Although Hader started as a cast member in 2005, Armisen started in 2002.