The line, "The devil's greatest trick was convincing man that he didn't exist," is reminiscent of a similar line in another movie of the same genre, End of Days (1999), in which Father Kotak (Rod Steiger) says: "Satan's greatest trick was convincing man that he didn't exist". It is also similar to The Usual Suspects (1995), where the line is, "The greatest trick the devil ever pulled was convincing man that he didn't exist". In fact, that idea goes back to Charles Baudelaire (1821-1867): "La plus belle des ruses du Diable est de vous persuader qu'il n'existe pas!" (English: "The finest trick of the devil is to persuade you that he does not exist."
The bridge where the car "accident" takes place is actually the Blue Water Bridge between Point Edward, Ontario and Port Huron, Michigan. It was being "twinned" at the time, so the whole bridge was closed down for repairs and was available for uninterrupted filming. The scenery shots of New York City were then placed in the background, but people who grew up there recognize the shores as being Point Edward and Pt. Huron, respectively, not New York.
The subway station where the attack on Meg takes place is a "ghost" station on the Toronto subway that is used frequently as a stand in for New York subways. The city's film office wanted to leave it set up as a NYC station but the Toronto fire department nixed that idea. The station is below the Bay station on the Bloor line, on the track connecting the Bloor and Yonge lines. At one time trains went from one line to the other -- thus the station -- but the practice was discontinued because of switching problems. (There is also a "ghost" station beneath the Queen Street station. It was roughed in 1954 for a planned Queen Street subway which never was built.)
In the original script, a character is deliberately pushed off a subway platform. This had to be changed to an accidental fall before the Toronto Transit Commission would allow filming on its property.
According to a March 1, 1999 Variety magazine article, in the script as originally written Cody was Maggie's autistic granddaughter who was abandoned by her drug-addicted mother. Since Kim Basinger was the mother of a young daughter in real life, she seemed too young to play a grandmother, so her character was changed to the child's aunt.