The Dream sequence of the falling down a spiral staircase was filmed in St. John's Cathedral in New York City.
The original ending of the movie had Henry standing on top of the bridge (where he is last seen with Sam before the "truth" is revealed). He is shown as gray and spirit-like, looking down on the events that are happening on the bridge.
This was the first screenplay David Benioff sold. It sold for $1.5 million.
Many extras in this film are showed doubled, even tripled in background. Many times you can see two or three people walking side by side wearing the same clothes and caring same things.
Letham is an anagram of the word "Hamlet" which is referred to numerous times throughout the film.
In an interview with MTV.com, director Marc Forster revealed the reason why Sam's trousers are too short for his legs. It is because Henry's view of Sam is when he is crouching down, and his trousers pull up when he does this.
Ryan Gosling operated the camera when he turns to look at the people staring at him in the scene where his head starts to bleed while he is in front of the jewelry store.
When Sam leaves his apartment and Harry is waiting outside, as they walk downstairs the room they stop in front of to talk is number "21". At the end of the movie when the camera is panning up away from the scene of the accident, the number on top of the ambulance is "2121". They also live on the 21st floor, you can see the sign when Sam and Lyla discuss trust after he confronted her about not taking her medicine. This is in reference to Harry's 21st birthday, the recurring theme in the movie.