According to Michael Moore in his book 'Here Comes Trouble', this was actually the first time he had been on camera in a film. The segment where he interviews some of the neo-Nazis was shot in 1986, before he started pre-production on Roger & Me (1989). Indeed it was because of Moore's connection to Kevin Rafferty that he was able to start filming his movie, though Rafferty didn't finish editing till 1991.