The rumor was that Brad Pitt and Edward Norton were firing golf balls at the catering truck after they had been doing some late-night drinking on the set. Fincher th0ught it was so cool and anarchistic of them, he turned the camera on them and had them do the dialogue for the scene while hitting said golf balls at said truck while under the influence of alcohol.
There is such an authentic feel to everything about Fight Club, and that is because everything, right down to the drunken alpha-male chemistry between its stars, WAS authentic.
Read about more such scenes, with video evidence, at Unreality. Link