I have heard that when they were in pre-production and offered the part to Judi Dench, she wanted to know who was playing John Brown. When they told her that they were thinking of Billy Connolly, she replied that if they got him, she'd definately do it...When they offered the part to Billy, he asked who was playing the Queen. When they told her Judi Dench, he agreed. Then they told him that she only agreed because they told her Billy would play Brown. Billy then had the producers tell Judi Dench that she was his second choice, his first being Bob Hoskins (who was in drag portraying Queen Victoria in some phone commercial at the time) IIRC...
Also note the pre- SPARTA!!!! Gerard Butler as Browns' younger brother.