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(at around 1h 30 mins) The last time it is February 2nd, and Phil Connors kisses Rita Hanson, it begins to snow, foreshadowing that the loop has been broken. The same thing happens at the end of It's a Wonderful Life (1946), where the snow signifies that George Bailey is back in the reality where he exists.
Bill Murray was bitten by the groundhog twice during shooting. Murray had to have anti rabies injections, because the bites were so severe.
According to Director Harold Ramis, most of the time, when he tried to explain a scene to Bill Murray, Murray would interrupt and ask, "Just tell me - good Phil or bad Phil?"
Harold Ramis originally wanted Tom Hanks for the lead role, but decided against it, saying that Hanks was "too nice."
(at around 59 mins) The scene where Phil picks up the alarm clock and slams it onto the floor didn't go as planned. Bill Murray slammed down the clock, but it barely broke, so the crew bashed it with a hammer to give it the really smashed look.
The film was not filmed in Punxsutawney, Pennsylvania, but actually in Woodstock, Illinois (just fifty miles from Bill Murray's hometown of Wilmette, Illinois). There is a small plaque that reads "Bill Murray stepped here" on the curb where Murray continually steps into a puddle. There is another plaque on the building wall at the corner that says "Ned's Corner" where Phil Connors was continually accosted by Ned Ryerson. During the Ned scene the sign for "Woodstock Jewelers" is clearly seen in the background.