The dilapidated buildings featured in the movie are actually the then vacant Fulton Bag and Cotton Mill buildings in Atlanta, Georgia. Although looking on the verge of falling down in the movie they have since been refurbished into luxury apartments in real life.
The photo of the church within the newspaper clipping with the caption St. Anthony's Catholic Church is actually Immaculate Conception Catholic Church, located in Fort Smith, Arkansas, on Garrison Ave.
Jazz musician John Zorn originally scored the entire film, complete with multiple cues and even scored both the original and alternate endings. As with many other films, Walter Hill was unhappy with the end result and hired old pal Ry Cooder to rescore the whole film.
King James: [interrupting Raymond's phone call]
Yo Raymond. I need you to do some recon for me. See how those country motherfuckers got here. I know they didn't walk.