Unlike the other songs Vic sings on the show, the "Alamo" song he sings near the beginning of this episode is not an old standard; it was written specifically for the show.
This episode was a pet project for Ira Steven Behr (writer) who had wanted to do a caper show for years.
The next episode Inter Arma Enim Silent Leges (1999) was filmed before this one, but this episode was broadcast first. As such, this episode was the last stand-alone Deep Space Nine episode to be shot. The reason for the switch was that Paramount executives were very impressed by "Badda-Bing, Badda-Bang", which also cost a lot to film, and wanted it to air during February sweeps.
The music playing when the crew walks into Quark's to get to the holosuite casino is a re-orchestrated version of the Deep Space Nine main theme. Portions of this arrangement can also be heard at various points in the episode. The music played in the casino at the beginning of the episode, after Frankie Eyes takes over, is an arrangement of Night Train.
Ira Behr had wanted Avery Brooks to sing on the show for some time, and after shooting this episode, Behr commented, "It's just jaw-dropping how good he is." (Star Trek: Deep Space Nine Companion.) Previously, Brooks had briefly sung in the episodes "Move Along Home", "Far Beyond the Stars" and "His Way".