During a 2002 interview on the National Public Radio program "Fresh Air," Bill Paxton told interviewer Terry Gross that he didn't know that his own father had been cast in this movie (in the small role of Mr. Schmitt) until he arrived at a production office at the start of filming and saw his father's headshot on the wall among the other cast members'. It turned out that John Paxton had written a letter to director Sam Raimi saying, "I've always admired your films, and I was wondering if there were any small parts that I'd possibly be right for." And Raimi gave him an audition.
Bill Paxton's father plays the old man who confronts Paxton's character in the feed store ("Are you mean to tell me that there were five weeks last month?")
A scene with Billy Bob Thornton and Bill Paxton was lost by Northwest Airlines in January 1998 while in transit from Minnesota to Los Angeles. The missing scene had been shot in Minnesota. The film was insured, and the missing scene was re-shot.
Scott B. Smith originally conceived his story as a screenplay but decided to turn it into a novel first before writing a screenplay based on that.
Sam Raimi learned some techniques about shooting in the heavy snow from the Coen brothers, friends of his who had been responsible for Fargo (1996), which Billy Bob Thornton appears in the TV spin-off of.