All of the characters are named after prisons: Quentin (San Quentin, California), Holloway (England), Kazan (Russia), Rennes (France), Alderson (Alderson, West Virginia), Leaven and Worth (Leavenworth, Kansas).
Not only are the characters named after prisons but they reflect the prisons themselves. Example: Kazan (the mentally challenged character), in Russia is a disorganized prison. Rennes (the "mentor") was a jail that pioneered many of today's prison policies. Quentin (the detective) is known for its brutality. Holloway is a women's prison, and Alderson is a prison where isolation is a common punishment. Leavenworth runs to a rigid set of rules (Leaven's mathematics), and the new prison is corporately owned and built (Worth, hired as an architect).
Director Vincenzo Natali directed a follow-up short film in which we see what is outside the cube. Natali has made a solemn vow never to reveal what was outside the cube, and destroyed the video years ago.