Woody Allen claims he cast Tracey Ullman because she's one of the few comedians that makes him laugh.
The film contains several references to Sir Arthur Conan Doyle's short story 'The Red-Headed League,' including the plot to break into a bank through the basement of an adjacent storefront and Frenchy's attempt memorize the contents of the dictionary.
The quote, "The only thing missing from this guy is a piece of velvet and a pet mouse...", is a reference of "Of Mice and Men" by John Steinbeck.
In the beginning of the film, Allen's character Ray wants to rent a storefront next to the bank, only to learn that someone by the name of "Nettie Goldberg" has already leased it- Nettie was Allen's real life mother's name.
The newspaper Ray is pretending to read as he cases the bank is the NY Daily News of June 30, 1999. The headline at the top of the page says "Trump's Father Eulogized".