Director Vincenzo Natali deleted a final moment from the film in which it's shown what is outside the cube. He said when he was paring the film down in the editing room it was the first thing he removed.
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).
The set contained just one cube, changed to different colours by means of gel panels. Since it was a time-consuming process to change from one to another, the film was not shot in sequence, rather colour-by-colour. The red gels were the first to be installed, meaning all scenes in red rooms were shot first. As it happens, red rooms contain the most dialog-heavy scenes in the film, including Worth's big "there is no conspiracy" speech to Holloway. The film had a modest budget and a tight schedule, and David Hewlett recalled being very apprehensive at shooting scenes that contained pages of pure dialog on his part very early in the shoot. He also felt that Worth's line "Well I feel better" after his rant to Holloway rang immensely true on a personal level, as the remainder of the shoot was much less dependent on his memorisation.