Filmed in Thailand. The main cast is Japanese, with the exception of "Tobio" who is played by a Thai actor, but voice dubbed by a Japanese actress. The extras (mostly zombies) are Thai.
Guitar Wolf is an actual band. Some of their albums are available in the United States through Matador Records. One of the best is "Planet of the Wolves" which features the movie's title track "Wild Zero".
Guitar Wolf transfer many of their on-stage antics to their on-screen personas. Most notable are the constant hair combing and Seiji's exaggerated beer-drinking style.
The riff that Seiji (Guitar Wolf) plays before heading into action is from "Rumble" by Link Wray, one of the band's main musical influences.