Rambo was banned in Myanmar (formally Burma), and bootlegs are a hot item. Burmese Freedom Fighters have even adopted dialogue from the movie as battle cries, most notably "Live for nothing, or die for something." Sylvester Stallone said "That, to me, is one of the proudest moments I've ever had in film."
Sylvester Stallone specifically wanted the film to be set in the midst of the most brutal ongoing global conflict that was basically ignored by the public and media. After ruling out established (and well-known) conflicts in the Middle East, Latin America and Africa, Stallone talked to international experts who told him about the Burmese junta's mass murder of the Karen people. He then set the movie's storyline in the middle of this genocide.
Rambo's knife in this film is a primitively built golok made out of a slab of metal as opposed to his expertly crafted survival knives in the other films. Sylvester Stallone actually stayed up all night filming the scene of him forging the knife like you see in the film, although due to time constrictions, he had to do it all at once without cooling the blade. They went through about seven pairs of heat protective gloves due to this. Sly claims after making the knife, he had a rather warm handshake.
Maung Maung Khin, who played the Burmese dictator Tint, fought for the Karen Rebels in real life. He was afraid his family would be murdered if he took this role, but he took it anyway.
Many critics and audience members felt that the horrific wounds inflicted by the M2 .50-cal. heavy machine gun in the finale were so gory that it was unrealistic. However, returning Iraq and Afghanistan veterans who had used the M2 in combat noted that the wounds were quite accurate, and if anything, toned down from reality. In the audio commentary on the DVD and Blu-ray versions, Sylvester Stallone himself makes note of this fact.