The "Raw is War" intro theme was used for Undertaker's entrance by default due to the World Wrestling Federation (now the World Wrestling Entertainment or the WWE) not owning the licensing to the song "American Badass" by Kid Rock during the game's development. Oddly enough, the "Original Theme 4" found in the Create-a-Superstar option is a generic remake of said song, and his bike entrances do not appear in the game.
WWF No Mercy was notorious for a massive memory glitch that would delete all of the player's save data at any time. A fixed version was released almost a year later. The new version also had blood removed, although animations and "first blood" matches remained in the game.
The Big Show was originally intended to be featured in the game, however he was removed during development due to his contract expiring. However, using a Gameshark, it's still possible to access his face texture in Wrestler Edit mode. The name of the face texture is RROR (for ERROR).
It was originally intended for the game to have Transfer Pak functionality, allowing the player to take their created wrestler in the Game Boy Color version and place him into the Nintendo 64 version. The Game Boy version was cancelled, but the menu can still be accessed using Gameshark codes.