Harrison Ford
In Indiana Jones and the Last Crusade, Harrison Ford once again reprises his role as the eponymous Indiana Jones. Ford had kept in shape for his roles in films like Witness. Thus, he didn’t really need to physically prepare for his role.
Mentally, however, Ford did need to prepare for The Last Crusade - particularly because the film showed Indy in a new light. Remarked Ford: "These are men who have never made any accommodation to each other. Indy behaves differently in his father's presence. Who else would dare call Indy 'junior'?"
Sean Connery
It was Sean Connery who Steven Spielberg thought of when he instructed Jeffrey Boam, The Last Crusade’s writer, to include Indy’s father in the film. George Lucas, the series co-creator, did not. However, after the two discussed casting Connery in the role of Henry Jones Sr., they both agreed that he would be the best choice.
After asking Connery to star, however, he declined the role, feeling that he was too young to play Ford’s father. He eventually relented and began to reshape the character, feeling it was too goofy. And he ended up having a tremendous amount of fun with the role, saying that "[He] was bound to have fun with the role of a gruff, Victorian Scottish father.".
Alison Doody
In every Indiana Jones film, Indy has a brand new female sidekick/love interest. In The Last Crusade, that female love interest was Elsa Schneider, a Nazi double agent who is vying to find the Holy Grail before anyone else does.
Doody was one of the first actresses that Spielberg auditioned for the role of Elsa. Impressed by her beauty and her acting ability, she was quickly cast in the role.