- Roommates with Ken Marino in college. They were introduced by mutual friend Craig Wedren, who was also his roommate.
- Was in an alternate scene of Anchorman: The Legend of Ron Burgundy (2004) with his long-time friend/collaborator Paul Rudd during the Panda Watch: Day 5 report. The scene can be seen on the Unrated version of Anchorman in the Blooper section.
- He and Michael Patrick Jann directed almost everything on "The State.".
- Frequently names female characters in his films "Beth," in honor of his sister, Beth Wain Brandon.
- Father of Henry Wain.
- Uncle of Samantha Stamler & Alexandra Stamler, daughters of his sister, Cathy Stamler.
- Son of Norman Wain & Nina Wain.
- Ex-son-in-law of Herbert Hartig.
- Ex-brother-in-law of Meg Hartig.
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