Quark offers to play a game of fizzbin, a game made up by Captain Kirk in the episode "A Piece of the Action (1968)".
The outdoor scenes for this episode were filmed in Whitney Portal, 10 miles west of the town of Lone Pine, California. Whitney Portal is an area on the eastern slope of Mt. Whitney, a 14,505 foot mountain in eastern California, the highest mountain in the contiguous USA. The water fall scene is the falls at Whitney Portal reachable by car.
Odo's inquiry as to how it could be so cold when the sun is shining was added on-set because of the excellent weather during production. Although it was supposed to be freezing cold on-camera, in reality, temperatures went as high as 65 °F/18 °C, making shooting extremely uncomfortable for both Armin Shimerman and Rene Auberjonois.
The altitude of the filming location and rising temperatures caused Armin Shimerman, who normally had no issues with the Quark prosthetic, to nearly pass out. As a result, there were fears among the cast and crew that the entire episode would have to be cancelled. Fortunately, the on-set medic had been prepared for altitude reactions and was able to ensure that Shimerman was still able to shoot. According to Armin Shimerman, "the medic's the hero of that episode".
This is the final episode to regularly feature the uniforms originally created for the series that were introduced in Season 1. In the next episode onward, the uniforms are replaced by the new uniforms that were introduced in Star Trek: First Contact. However, the original DS9 uniforms would continue to be used for the duration of Star Trek: Voyager (as the Voyager is already lost in the Delta quadrant by the time Starfleet issues the new uniforms). The uniforms were seen on Deep Space Nine twice more, in "In Purgatory's Shadow (1997)" and in the flashback scenes of "What You Leave Behind (1999)".