Charlie Sheen and Emilio Estevez shaved their heads for the roles as they didn't want to wear bald caps.
Initially, Showtime sent the script to Charlie Sheen and asked him to play Artie. At that time they had no one in mind for Jim. Sheen then sent the script on to Emilio Estevez, who loved it and expressed a desire to direct. Sheen then got back to Showtime, telling them he wouldn't appear unless Emilio both acted and directed.
The reason there is no footage from either Behind the Green Door (1972) or Sodom and Gomorrah: The Last Seven Days (1975) in the film is because Showtime was unable to acquire the rights to show even recreations of any part of it.
In the scene where Jim (Emilio Estevez) is shooting a film and Artie (Charlie Sheen) arrives on the set, they hug and fall onto a bed, and the film jumps several times, along with a number of quick whiteouts. This effect was not intentional. Director of photography Paul Sarossy forgot to charge the battery on the Steadicam, and as it ran out, it produced this effect. Sarossy was deeply upset by his mistake, but when Estevez saw the footage, he liked it, and decided to use the same technique several times in the film.
Sean Penn was in talks to direct a big budget theatrical film version of David McCumber's book about the Mitchell Brothers in the late 1990s, which was set to star Robert De Niro and Jack Nicholson as Jim and Artie respectively. After that project fell through, brothers Alec Baldwin and William Baldwin tried to raise the capital to make the film, but were unable to do so.