Development Hell: Due to troubles with funding and cast availability, this movie took five years to film. There's a scene where Henry walks through a door; his entering and exiting the door were shot a year apart.
Dyeing for Your Art: Jack Nance had to keep his famous haircut throughout production, essentially through the early half of the seventies.
Troubled Production: No studio would fund this film due to its unusual plot and Lynch's lack of experience, so he had to rely on funds from the AFI, as well as friends and family. Because of these financial troubles, filming was intermittent — it took five years, and sets had to be repeatedly assembled and disassembled. While its critical reception was initially mixed, the film was praised by several other filmmakers (including, but not limited to Mel Brooks, Stanley Kubrick and John Waters), which kickstarted Lynch's career.
Write What You Know: Apparently, David Lynch's wife was pregnant with their first child when he was coming up with this. Considering that this runs fully on Nothing Is Scarier, and the amount and type of symbolism in this film...