The opening vignette is a casting off of the old SPECTRE-era stories (which were the subject of a lawsuit at the time); Bond visits the grave of his wife, then kills a bald madman in a wheelchair (obviously Blofeld, though he's not named).
Carole Bouquet (Melina) was originally supposed to play Holly Goodhead in Moonraker. She passed it up because she was already signed to do the film That Obscure Object of Desire. When she got the opportunity to be in For Your Eyes Only she jumped at the chance.
Roger Moore was originally not going to be in this movie so the scene at Tracy's grave was meant to ease a new actor into the role.
During the filming of the bobsled chase, a stuntman, Paolo Rigon, was killed.
Roger Moore was terrified of heights and barley made it through the St. Cyrils filming.
The scene where Melina and Bond are dragged through the water for the sharks to eat is actually taken from the book "Live and Let Die".
Pierce Brosnan's wife (only dating at the time), Cassandra Harris, played the Countess Lisl. After a four year struggle with ovarian cancer she died in December of 1991 and never had the opportunity to see her husband in the title role of James Bond.
The security code for the door to the Identograph is "Nobody Does it Better" from the The Spy who Loved Me.
Kristatos, Colombo, and Lisl are introduced in the Ian Fleming short story "Risico".
The Identogram that is used to identify Locque, is featured in the book "Goldfinger". It is called the Identocast, and Bond uses it to identify Goldfinger.
During the scene where Bond and Q use the Identogram, there's a cut away where the return shows the two of them jackets off, sleeves rolled up indicating the passage of time. the picture of Locque however is unchanged. These scene finishes with Q offering to lock up for a colleague. The mere notion of someone having to lock up Q-branch in such a run-of-the-mill fashion is laughable.
M does not appear in the film as a tribute to Bernard Lee who died prior to filming
Because of Carole Bouquets sinus problems, the close-up underwater shots of Bond & Melina were actually shot in an entirely dry studio and not underwater. They were shot at a higher frame rate with wind machines. SFX man, Derek Meddings added the bubbles in afterwards.
Kristatos (Julian Glover), was a serious contender for the role of 007 but according to Dana Broccoli, he was a little young the first time around and later on, a little too old. Julian had also appeared alongside Roger Moore in The Saint.