Frances McDormand was hesitant to take the role when it was offered, but was eventually convinced by her husband, Joel Coen: "Because at the time he gave it to me I was 58... I was concerned that women from this socioeconomic strata did not wait until 38 to have their first child. So we went back and forth and we debated that quite for a while, and then finally my husband said, 'Just shut up and do it.'"
Woody Harrelson would often use his breaks from shooting to sign autographs and take pictures with locals who had come to watch the filming. During an extended break one day, he played an impromptu guitar performance at the music store next to the police station set.
Production staff welcomed locals to watch outdoor scenes being filmed at public locations, provided they were not disruptive. Each shooting day, crowds would form to watch the proceedings, often upwards of 100 people. During breaks in shooting, the actors would approach the crowds to sign autographs and take pictures.
Several locations used for shooting were businesses that were repurposed or given facades for use during shooting. Most notably, the Police Department building was a consignment furniture store; the building was rented, crews redressed the interior and exterior, even special effects scenes involving pyrotechnics were filmed, then the building was remodeled to its previous state and returned to the business owners.
The movie that Dixon's (Sam Rockwell) mother is watching with Donald Sutherland and "his dead girl" is presumedly Don't Look Now (1973), directed by Nicolas Roeg. This movie was also alluded to in McDonagh's previous feature film, In Bruges (2008). In this film, Frances McDormand's character parallels Donald Sutherland's character in that they both are driven by the guilt and grief of losing their daughter.
Local residents of Jackson County, NC were encouraged to apply to be extras. Several were cast for background roles. Students from the Stage and Screen department of nearby Western Carolina University were cast as shooting stand-ins for the main actors.