Marketing executives were so puzzled by the film that they did not know how to promote it. They eventually chose the tagline "a woman in trouble", based on David Lynch's sole explanation of the film as a mystery about a woman in trouble.
During a conversation between David Lynch and Laura Dern, Dern mentioned that her husband was from the Inland Empire (an area east of Los Angeles County, including Riverside and San Bernadino County). Lynch confesses he stopped listening to what she was saying because he loved the sound of the words "Inland Empire", and finally decided on these words as the title of his movie because "I like the word inland. And I like the word empire."
In an interview with Joe Huang at the AFI Dallas Film Festival, David Lynch stated that "Inland Empire" wasn't originally intended to be a feature film. He would simply come up with an idea and - utilizing the versatility and ease of using DV cameras - would film it, creating a series of seemingly unrelated scenes; the first scene filmed was Laura Dern's monologue to the silent psychiatrist. As time progressed, he began to see how the stories were connected, and continued filming scenes for it until he had what we see now. Rumors that Lynch began filming without a script are more or less incorrect, as he would write a short scene and film it, without having the intention of making feature length film.
The instrumental music played during the love scenes is "The Colors of My Life" from the Broadway musical "Barnum". There are two different sets of lyrics to this song (sung by different characters who have different points of view). The lyrics concern colors and emotions and were intentionally omitted from "Inland Empire" in line with its themes of absence and loss.