The unfortunate Admiral who suffers Xenia's thighs early in the film previously appeared in the 'unofficial Bond' Never Say Never Again. Presumbly his murder was punishment for starring in the Thunderball knockoff.
Method Acting: Before filming the sequence in the sauna where Bond hurls her into the walls, Famke Janssen encouraged Pierce Brosnan to run her into the wall as hard as he could, and actually insisted he do it, citing that the walls were padded; Cue irony as Famke promptly managed to break a rib after Brosnan did as she demanded, the very damage her murderous thighs are meant to do in-movie.
Tuckerization: Jack Wade is named after uncredited screenwriter Kevin Wade.
Alan Rickman turned down the role of Alec Trevalyen. There was also talk of Anthony Hopkins playing role, with Trevelayan originally intended as having been a mentor/father figure to Bond rather than an equal.
A subversion from a previous example. Pierce Brosnan was originally chosen to replace Roger Moore as James Bond but wasn't able to get out of his Remington Steele contract leading to Timothy Dalton getting the part.