- George Clooney, who was the first choice for private investigator Guy Nou, agreed to play the role, but had to withdraw due to a conflict between the shooting schedule and another film.
- Fearing that 81-year-old Robert Altman would be unable to make the film due to some "unexpected circumstances", the distributor brought in Paul Thomas Anderson as a backup director.
- The film was all shot inside the Fitzgerald Grand Theater in St. Paul, Minnesota, the home of the real-life "A Prairie Home Companion."
- The voices of the singing and musical instruments were recorded synchronously on the spot, not pre-recorded, and then synthesized into the film later, and the performers were all the staff of the Grand Theater.
- Meryl Streep's Midwestern accent in the film was taught by her mother-in-law .
A Prairie Home Companion behind the scenes gags
A Prairie Home Companion quotes
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Al, Stage Manager: About that obscene song you sang last week...
Dusty: Obscene? Uh...
Al, Stage Manager: Yeah.
Dusty: 'I'll give you my moonshine if you show me your jugs'?
Al, Stage Manager: No, not that one.
Dusty: ' Lovin' you ain't easy, but I hear your sister is'?
Al, Stage Manager: No, no, no. 'Come ride my pony all night long. 'Come ride him bareback, I'll sing you a song.' That one.
Dusty: That's just a song about ridin' a pony. Oh, what - what the hell did you think it was about?
Al, Stage Manager: Let's go out with a little style, Okay? What do you say?
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Yolanda Johnson: How about just a moment of silence?
Garrison Keillor: Silence on the radio... I don't know how that works.