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.