Michael Palin was originally cast as the Prime Minister of the Moon but the character was written out of the film. As a consolation Terry Gilliam offered him a cameo role as a man who dies while singing a song, but Palin declined. Gilliam took the cameo role himself.
On the first day of shooting in Almeria, Spain, Terry Gilliam managed to get 24 seconds of footage in the can. He was hampered by gusting winds and the fact that the costumes sent over from Rome were held up at the airport due to Spanish custom workers being on strike. He managed to secure 35 seconds of footage on the second day.
Is this film a part of a trilogy by Terry Gilliam?
"I think the idea behind the trilogy is the three ages of man: Time Bandits - adolescence, Brazil - Middle Age, Munchausen - old age. Not too sure if Gilliam intended that, but with everything else about the man, I wouldn't be surprised." [Source of quotation unknown]