- Woody Harrelson's character in Natural Born Killers (1994) is named after Knox.
- Witnessed the suicide of bit-part actor Al Mulock on the set of the movie Once Upon a Time in the West (1968) ("Once Upon a Time in the West"). Mulock committed suicide by jumping from a hotel, on location in Guadix, Spain. Knox, who had been hired by director Sergio Leone as a screenwriter, was sitting in a hotel room with production manager Claudio Mancini and saw Mulock's body pass their window. Knox recalled in an interview that while Mancini put Mulock in his car to drive him to the hospital, Leone said to Mancini, "Get the costume! We need the costume!" Mulock, who had appeared as the one-armed bounty hunter in Leone's The Good, the Bad and the Ugly (1966), was wearing the costume he wore in the movie when he made his fatal leap.
- Good friend of - and former brother-in-law of - writer Norman Mailer, Knox was married to his second wife Adele''s sister.
- Moved to Italy in the 1950s after he was blacklisted over his left-wing politics.
- He appeared in three films that received the Worst Picture award at the Razzie Awards: Inchon (1981), The Lonely Lady (1983) and Ghosts Can't Do It (1989).
- Writer who wrote the book: The Good, the Bad, and the Dolce Vita: The Adventures of an Actor in Hollywood, Paris, and Rome. (April 2004)
- Met Norman Mailer in Hollywood in the late 1940s, the period that Mailer adapted for his novel "The Deer Park" (1954).
- Talks about appearing on stage with Lon Chaney Jr. in a production of "Of Mice and Men" in the book "A Sci-Fi Swarm and Horror Horde" (McFarland & Co., 2010) by Tom Weaver.
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