One of the motivations behind making this movie was the indignation of many British World War 2 veterans (and civilians) over the movie U-571 (2000), in which the capture of the Enigma was shown to be done by American navy officers (despite the fact that the makers of that movie had indicated their movie to be a work of fiction and no accurate portrayal of the events leading to the capture of the Enigma).
Kate Winslet was pregnant with her daughter during the filming of this movie, so the schedule was arranged around that, and at the end of the movie when her character is pregnant, she didn't need a prosthetic.
The Bletchley Park mansion in this film is not *the* actual Bletchley Park mansion, but another property. According to the tour guides at the real thing, the real Bletchley Park did not look enough like Bletchley Park to the production company to have been used in the film.
The railway station used in the film is Loughborough Central on the Great Central Railway, which is about two miles from Garats Hay (Old Woodhouse) which is one of the Y stations mentioned in the film.