The fictional 1930s Depression-era town of Brandon, in which the film takes place, was designed by Wolf Kroeger and built from scratch in Canada. According to the TCMDb, "the set cost $2.5 million, the largest film set ever constructed in Canada".
The film was originally planned to have an R rating. But during the first week of shooting, the studio changed the aimed rating from R to PG-13 to attract a wider audience.
According to Demi Moore's memoir "Inside Out", Penn and director Neil Jordan did not get along on the set and had many creative differences throughout the shoot.