Michael Crichton based his book and movie only loosely on the actual crime committed in 1855. In real life there were four criminals: Pierce, Agar, the railway guard Burgess, and a railway clerk named Tester. All four keys were kept on railway premises, two in London and two in Folkestone. They were stolen temporarily by Tester and Pierce respectively so that Agar could duplicate them, but it turned out that the Folkestone keys were not being used anyway. The guard's van was not locked from the outside; Pierce and Agar were let in by Burgess, and a share of the loot was handed out to Tester, at stations. None of the criminals was spotted at once; it was months before the railway conceded that the crime must have occurred on the train. The details came to light after Agar had been convicted in an unrelated crime and his accomplices decided to steal his share instead of using it, as he had asked, to provide his mistress an income. She got word to him, and he turned Queen's Evidence against the others, and told all. At no point in the case did anyone escape from custody.
The character of Clean Willy was played by one of Britain's premier ballet dancers, Wayne Sleep, from The Royal Ballet Company. He actually did his own stunts, including scaling the Newgate prison walls, at the tremendous risk of falling and hurting himself.
Sean Connery spent several days running on top of a moving train. The train was supposed to be traveling at 35mph; Connery argued it was going faster. The train driver was counting telegraph poles to measure the speed. A helicopter pilot confirmed Connery's suspicion - the train was traveling at over 55mph.
The film was entitled "The First Great Train Robbery" in England to distance it from the UK £2 million robbery from a mail train in 1963 which was known in the British press as "The Great Train Robbery".
The method in which Henry Fowler's key is copied was changed for the film. In the book, Henry Fowler contracts syphilis and, because a rumored cure is to have intercourse with a virgin, has intercourse with a twelve-year-old (presumably virgin) prostitute (in Victorian times, the age of consent for females was twelve), in the course of which his key is abstracted and copied. For comic effect and so as not to depict child sex/pornography, the plot is changed in the screenplay to have Pierce set Fowler up with Miss Miriam (disguised as a high-class prostitute), copy his key while she is disrobing him and then fake a police raid on the bordello before Fowler can even get her undressed.
In a 2011 BBC radio interview, Wayne Sleep (Clean Willy) told how he was asked by director Michael Crichton to climb a 60ft wall. Sleep's response was "I'm an actor, not a stunt man". When Crichton explained that they had not been able to find a stunt man small enough (Sleep is 5'2"), Sleep made the climb anyway.
The dog used in the ratting scene was present for two scenes, one, in Ireland when the dog is picked up in front of Trent's house, and another back at Pinewood for the actual ratting scene. To avoid the mandatory six month quarantine for transporting animals between the two countries, the terrier was smuggled across the Irish Sea.
Almost ten per cent of the film's budget was spent on creating the Strand Street, London set. This included the cobble-stoned Strand street, ale houses, Victorian dwellings, and the magnificent plate-glass cast-iron Crystal Palace.
During the shooting at the Dublin train station, a diesel locomotive had leaked a large quantity of fuel onto the tracks by the platform. When the production's steam engine rolled onto the same tracks, embers spewing from the underside of the locomotive ignited the fuel soaked track, momentarily producing a very large fire within the station.
Writer-director Michael Crichton once said of this film: "My dream was that the historical world was going to be lovingly recreated and then I was going to shoot The French Connection (1971) inside it".