Bruno Ganz carried a real gun during the scene in the train station, because, humorously enough, the filmmakers could not afford a fake gun.
When Wim Wenders arrived at the airport to pick up Dennis Hopper, he had long hair, was unshaven, was dressed in military fatigues and sported jungle sores. Hopper had flown directly from the Philippinean locations of Apocalypse Now (1979).
According to the DVD commentary, Dennis Hopper and Bruno Ganz did not initially get along and got into a fistfight on the set. After a night of drinking, the two returned to the set with their differences settled.
Wim Wenders and his cinematographer Robby Müller continually had to fight with the film developing laboratory because they kept trying to color correct Muller's distinctive lighting.
Seven movie directors are in the cast of this film, all of them (by design) playing criminals.