All four chapters were shot at the same time primarily during weekends of August 2004. Scenes involving the same locations were shot on the same day.
Sass Parilla's Chapter IV killing spree and the Chilapuna boat scenes were shot at the director's parents' home in Oxford, Georgia.
The opening credits were inspired by an excised scene in which Gary describes many of Sass Parilla's past accomplishments.
Most of the filming took place in the Candler Smith Warehouses, warehouse space that had been converted into residential living. The warehouse C-10 served as the primary location as well as production studios. It was also known as "The Hall of Immortals" and "The Rubber Bat Studios."
The film grew out of an idea for Sass Parilla's nightclub act in which he would fight a robot gorilla in front of drawings of buildings.