Arnold Schwarzenegger spent three months learning to speak Russian. Jim Belushi spent two weeks working at a Chicago police district headquarters.
The film crew applied for a permit to film in the Red Square but the application was denied, so the crew had to "sneak-film" the Red Square scenes. They dressed Arnold Schwarzenegger up in the uniform and filmed him as though making an amateur/home movie with just a couple of crew people present.
Walter Hill, thinking Arnold Schwarzenegger was too muscular, asked him to lose ten pounds for his role, and Jim Belushi to gain ten pounds.
Walter Hill wanted to use buses rather than cars in the climactic action scene because it would be more interesting. "Also, I thought it was very appropriate for Arnold. He doesn't fit well in cars."
The film is dedicated to its stunt coordinator, Bennie E. Dobbins. Dobbins died of a heart attack on the set while staging the film's snow fight scene in Ramsau, Austria.