The hand that is seen with the BB lodged between its knuckles is not Ben Stiller's, but Andrew Wilson's, brother of Owen Wilson and Luke Wilson. When they were children, Owen fired a BB gun at Andrew's hand and the BB has been there ever since.
The original falcon used to play Mordecai was kidnapped during shooting and held for ransom. Production could not wait for him to be returned. The bird that appears later in the movie has more white feathers because it's a different bird.
Gene Hackman mentioned in interviews that he was somewhat hesitant to accept the part, as he felt that he himself had been insensitive to his own family at different points in his life. He asked them if they would find him playing this character uncomfortable for their own sakes. They all agreed he should accept the part.
Gene Hackman, knowing that he was near the end of his career, signed on to this movie under the agreed promise from Wes Anderson that it would be a fun and relaxing experience. This did not transpire and led to Hackman becoming frustrated and verbally abusing Anderson on-set over trivial matters. Such was the extent of his frustration that cast members became angered and felt that what Hackman was doing amounted to bullying, leading to Gwyneth Paltrow and Anjelica Huston avoiding Hackman on-set. Bill Murray saw this happening and decided to intervene, calling Hackman out on his verbal abuse of Anderson and choosing to come to work on his days off as a show of solidarity with Anderson.
Although the exteriors were largely shot in New York City, Wes Anderson intentionally avoided virtually all shots of skyscrapers, or other distinctive New York City landmarks. When Royal and Pagoda are talking in Battery Park, on the southern tip of Manhattan, Anderson intentionally had Kumar Pallana stand directly in front of the Statue of Liberty so it wouldn't show up in the shot.
Brian Tenenbaum: one of the paramedics. He was a friend of Wes Anderson, Owen Wilson, and Luke Wilson at the University of Texas. Anderson made a film using his surname, because "I just like the name." Brian Tenenbaum's sister is named Margot.
Wes Anderson: [Kumar Pallana] Kumar Pallana has had a part in all of Wes Anderson's movies, except for The Life Aquatic with Steve Zissou (2004). Pallana used to work at Anderson's favorite coffee shop in Dallas, Texas.
Wes Anderson: [underwater shot] In every Wes Anderson film there is a shot of one or more of the characters underwater. One person is added for each film. In Bottle Rocket (1996), we have one character, Anthony, underwater. In Rushmore (1998), we have a shot with two characters underwater. Then in this movie, there are three people underwater. This movie also stresses the number three. When the on-screen novel reads "3", it cuts to Richie, and the narrator says that Richie had fed his bird three sardines. Then next we see Richie on the roof reading "3 Plays".
Wes Anderson: [Peanuts] According to Anderson on the DVD commentary, Buckley the beagle is a tribute to Snoopy. The Vince Guaraldi Trio song "Christmastime is Here" from A Charlie Brown Christmas (1965) recurs as Margot's theme.
Wes Anderson: [in-camera speed change] The shot where Margot steps off the Green Line bus, changes from normal speed to slow-motion.