During an appearance on an episode of The Directors, Gilliam stated that he wanted to do the film because he was tired of big budget special-effects films, such as his previous film, The Adventures of Baron Munchausen, which went over budget and cost more than $45 million, nearly twice as much as The Fisher King's budget of $24 million. This was the first film that Gilliam directed in which he was not involved in writing the screenplay, as well as his first film to not feature any other members of Monty Python.
According to The Directors episode, Gilliam came up with the scene in which Robin Williams and Amanda Plummer meet during a huge waltz in the middle of Grand Central Terminal, because he felt that the scene that LaGravenese had written, in which a large group of people in a crowded subway listen to a homeless woman sing with a beautiful voice that fills the room, was not working. He was hesitant about this at first because his original intentions were to shoot the script, and the waltz would make it "a Terry Gilliam film". The scene was shot in one night with a mix of professional extras and passengers alighting from the train.
