During filming, Radha Mitchell was the only actress who had the entire script. The other cast members just had their storylines.
Radha Mitchell received her role without an audition. Woody Allen saw her in Ten Tiny Love Stories (2002), and liked it so much, that he decided to cast her.
Due to the limited budget, Radha Mitchell, an Australian, couldn't have a dialect coach for her role as an American.
Winona Ryder was originally cast as Melinda, but was forced to drop out, because no agency would insure her, due to her infamous arrest for shoplifting. Woody Allen stated in the book, "Conversations with Woody Allen", that he wanted to cast Ryder, but he couldn't get a bonding on her.
Robert Downey Jr. was cast, but dropped from the film, because his insurance premium was too costly to meet.