During filming, Laura Dern passed out when David Lynch asked her to smoke four cigarettes at once in one deep inhalation. When she came to, she saw a worried Lynch standing above her asking: "Tidbit! Are you alright?"
Sherilyn Fenn's accident scene came from David Lynch's impression of Fenn as a porcelain doll, and from the idea of seeing a porcelain doll breaking. He kept telling her about that, and that's how the scene was born. Lynch said of the scene, "I just pictured her being able to do this. She's like a broken china doll". Lynch got the same inspiration for the car accident scene in Mulholland Drive (2001). His direction to actress Laura Harring was to act like a broken porcelain doll. Incidentally, the idea for Mulholland Dr. came from a desire to spin-off of Lynch's television series Twin Peaks, with Fenn as her Peaks character, Audrey Horne.
Willem Dafoe is actually urinating in the toilet when he goes to visit Laura Dern and asks to "piss in your head". Apparently, Dafoe had drunk a lot of bottled water and really needed to go. Only later did he find out that the toilet was not a working one and some poor crew member had to clean it.
Early test screenings for the film did not go well; Lynch estimated that 80 people walked out of the first test screening and 100 in the next.