Enforced Method Acting: The infamous Mr. Creosote scene was filmed in a warehouse with no air conditioning and a dairy-based prop vomit that went bad after several days of shooting. This, combined with the content of the sketch itself, made several of the extras very nauseous and several of them (including one in the bottom right-hand corner) can be seen actually vomiting as they exit the restaurant covered in Creosote's remains.
Hollywood Accounting: Eric Idle, on his Exploits Monty Python concert tour at the Turn of the Millennium, noted that this movie was the only Python film made with major studio backing (Universal Pictures)...and thus the only one that apparently didn't turn a profit. So in this tour's version of "The Crimson Permanent Assurance", there's an additional verse about studio accountants.
Nobody Ever Complained Before/You Never Asked: The reason why the Crimson Permanent Assurance short film went over budget and originally ran about half an hour (the movie trimmed it down to sixteen minutes). Terry Gilliam explained that nobody told him to stop.
One of the dinner guests who get taken away by Death is Simon Jones. This is especially uncanny given that the afterlife appears to be some kind of restaurant. And humourously, he plays the husband of Terry Jones.
One of the elderly accountants in the "Crimson Permanent Assurance" is none other than the Supreme Dalek himself, under his human alias John Scott Martin.
Throw It In: The line, "Hey, I didn't eat the mousse!" was improvised on the spot.
The second verse of "The Galaxy Song" was meant to be an animated sequence along with the instrumental part, but Terry Gilliam opted out of animating it in favor of shooting more of "The Crimson Permanent Assurance".
According to the DVD audio commentary, the Arthur Jarrett segment was a remnant of a previous draft of the film, where all of Monty Python were going to be convicted at the beginning of the film for trying to use it as a tax dodge, and each be sentenced to death in a manner of their choosing.
Two involving Mr. Creosote.
The sketch almost didn't make it into the film. Terry Jones' first write-up of the sketch with Michael Palin fell flat and had to be re-written with Graham Chapman.
Jones initially wanted Terry Gilliam to play Mr. Creosote. Gilliam persuaded Jones to play the character instead.