While filming the pilot episode, Walt Goggins kept the various temporary racist tattoos that the character Boyd had on during the entire time he filmed the episode in order to channel the disdain he received from strangers into his performance. Timothy Olyphant was not made aware of this until filming of the pilot began, when he invited Walt out for dinner and was horrified when he saw that Walt didn't have the tattoos removed after that day's filming wrapped.
While filming the final episodes of season 3, Timothy Olyphant was running a very high fever but decided to not delay production and filmed his scenes while sick. As a result Raylan appears extremely tired and world-weary in those episodes which fits neatly with the personal and professional problems the character is going through at the time.
Executive Meddling: Walt Goggins was only supposed to be in the pilot and was killed off in the original script for the episode. Thankfully, once the series was picked up by FX, Goggins was signed up for the second half of the season and a new ending made showing that he survived, due to Raylan purposely missing Boyd's heart when he shot him in the chest. Consider how Boyd became the Ensemble Darkhorse insanely quick, this is a good case of the trope.
Fake American: Full-on Kentucky Nazi redneck Dewey Crowe is played by Australian Damon Herriman.
Fan Nickname: There are some people that call Winona "Whineona".
Season 2's Big Bad, Mags Bennett, is played by Margo Martindale, a HITG in the truest sense of the word (Camilla the record-keeper in Dexter, Ma Cox (across Arlo Givens above), Ray Drecker's first "client," Nurse Klowden, and too many minor-but-substantial movie roles to count).
Special note should go to all the alumni from LOST, mostly because they're amazing:
Arlo also played Ray Shephard (protagonist Jack's grandfather), in addition to his Walk Hard role.
Wendy Crowe is Alia, all grown up, minus the gom jabbar.
There are also numerous faces from Band of Brothers: Rick Gomez (AKA George Luz), Frank John Hughes (AKA William Guarnere), Richard Speight Jr. (AKA Warren H. Muck), and Neal McDonough (AKA Lynn Compton).
In Theo Tonin's first appearance, Arkin suggested that he wear a contact lens on his eye that gave it a glazed, glassy look; the next season, a backstory was written to explain this. This was also the reason for his extremely unexpected Season 5 appearance. Adam Arkin was directing, so it was decided that they might as well throw in an appearance by Theo to wrap up that storyline properly.
Raylan's accusation that Boyd wasn't really racist and was simply a con man who was pretending to be racist in order to gain flunkies was not in the original script for the pilot. It was added on the fly by Olyphant after talking to Walt Goggins and seeing how he was struggling with the racist monologue he had to recite during their characters first meeting in the pilot.
What Could Have Been: According to the DVD for the season one finale, the original plan for the finale would have been for Boyd to visit the family of the white supremacist recruit that he murdered in the pilot in order to try and offer some form of restitution for the man's death. Raylan would trail him to Oklahoma in hopes of getting the family to help him trick Boyd into confessing to murder. Unfortunately for both, the family turns on both of them and tries (unsuccessfully) to kill them... with chainsaws.