Michael Rooker said he was working as a janitor when he auditioned for the part of Henry, and went to the audition in his janitor uniform. He got the part, and continued to wear his uniform throughout the film shoot. He only had one jacket, though, and he took it off before he "killed" anyone, so he wouldn't get blood on it.
Although the MPAA initially gave the film an X rating, this movie, along with Peter Greenaway's The Cook, the Thief, His Wife & Her Lover (1989), and Pedro Almodóvar's Átame! (1989), were the main reasons for the creation of the NC-17 rating (an adults-only film, which is non-pornographic).
Actor Michael Rooker remained in character for the duration of the shoot, even off-set. He didn't associate or socialize with any of the cast or crew during the month-long shoot, and Director John McNaughton made sure Rooker was the only person on set to have a private dressing room. According to Costume Designer Patricia Hart, she and Rooker would travel to the set together each day, and she never knew from one minute to the next if she was talking to Michael or to Henry, as sometimes he would speak about his childhood and background, not as Michael Rooker, but as Henry. Indeed, so in-character did Rooker remain, that during the shoot, his wife discovered she was pregnant, but she waited until filming had stopped before she told him.
The scene in the living room, where Otis (Tom Towles) films Henry (Michael Rooker) and Becky (Tracy Arnold) with the camcorder, was completely improvised by the three cast members.
The four murder scenes seen in the first few minutes of the film, were all based on real-life murders, which Henry Lee Lucas claimed to have committed, especially the first shot, where the body of the nude woman is posed in exactly the same position as a victim in a case involving Lucas.