The bar that is used as J.D.'s bar in the movie is really called Vic Naylors, it is exactly as it is seen in the film (apart from the sign on the front of course). It is situated in an area of London called Farringdon and is opposite the old Smithfield meat market.
The scene where Nick the Greek breaks the glass in the coffee table was not in the original script. It was, in fact, an accident that happened during filming and was written in by Guy Ritchie as an afterthought.
The music that plays just before Hatchet Harry shoots Gary with the antique shotgun is from For a Few Dollars More (For a Few Dollars More). It's from a pocket watch that Del Indio would play, and when the music stopped he would draw and shoot someone.
The ending to the film was altered some time after filming had been completed which is why Tom is wearing a woolen cap pulled low down - the actor had grown his hair in the intervening period and did not want to shave it short again. (See also goofs)
When Nick the Greek and Tom are haggling over the price of the stereo, Nick says "All right, all right, keep your Alans on!" The "Alans" in question is cockney rhyming slang, short for Alan Whicker: Alan Whicker=Knickers.
Lenny McLean was ill during filming with what he believed was the flu. After filming had ended he was hospitalized and initially told that he had pleurisy. However, tests revealed that he had lung cancer which had metastasized to his brain.
In several scenes "Nick the Greek" is referred to as "Nick the Bubble". This is truncated Cockney rhyming slang; "Bubble and Squeak" = "Greek". In the 1960 Peter Sellers film Two Way Stretch, someone refers to an unseen character "Nick the Bubble".