Late Cody was primarily shot at the legendary Texas dive bar Devil's Backbone Tavern. Michelle Moten, who plays the bartender in the film, actually tends bar at Devil's Backbone, and wasn't cast until the night before her scenes were shot.
The hat which Sonny Carl Davis wears in the film is the same one which he wore in iconic Texas art house film Last Night at the Alamo.
The film features Lockhart psych country group RF Shannon.