Woody Allen said in Conversations with Woody Allen that he wanted to cast Winona Ryder in the title role. He had to replace her with Radha Mitchell because no one would insure Ryder due to her arrest for shoplifting – this would have made it impossible to obtain a film completion bond. Allen stated he was sad because he had written the part for Ryder after working with her on Celebrity. In the same interview, he also claimed to have intended Ferrell's part for Robert Downey, Jr., but, again, insurance got in the way due to Downey's history of arrests and drug abuse.
The film also stars Wallace Shawn (alluding to his dinner-philosophy argument in My Dinner with Andre) as the comic playwright, Larry Pine as the tragedian, and Brooke Smith as Cassie. All three had appeared in the 1994 film Vanya on 42nd Street, directed by Louis Malle.