"Sad Waltz" contains numerous references to the Chris Marker film "La Jetée," fragments of the Edgar Allan Poe poem "Beloved Physician," and George Orwell's dystopian novel "Nineteen Eighty-Four."
The first and last scenes on the Washington Avenue bridge are reminiscent of the eponymous pier at Paris Orly Airport that appears at the beginning and end of "La Jetée."
Both male protagonists in "La Jetée" and "Sad Waltz" wear military jackets throughout the course of the film.
The woman in "Sad Waltz" is identified as Helen Orly on the memorial announcement. The surname pays homage again to the pier at Orly, while the given name is used in honor of Hélène Châtelain, who played the woman in "La Jetée."
The scenes in the museum were shot inside the historic Bell Museum of Natural History on the University of Minnesota campus. The setting directly parallels the iconic scene in "La Jetée" in which the man and woman explore the French National Museum of Natural History (Muséum national d'histoire naturelle).