 Caravello appears in most scenes with Barris and Mole, who portray Chicago Outfit gangsters "Big Lou" and "Brock," the antagonists of the film.Windy City Heat is directed by Bobcat Goldthwait, who is the actual director in addition to playing the director of the fake film-within-the-film, wearing jodhpurs and only speaking to people through a bullhorn.Caravello is followed around by at least fifteen cameras (some of which are hidden) during the filming process.