During the show scene, a vocalist is musically accompanied by a violinist and accordionist - the singer is Antony Hegarty (of Antony and the Johnsons) and the song which he sings a version of is "Rapture" which can be found on the band's self-titled album from 2000.
Rosa's Lounge is mentioned by Jesse played by Jake La Botz. Rosa's Lounge is a well known real Blues club in Chicago that has been in business since 1984. On occasion, La Botz still performs at Rosa's.
Many of the film's scenes were shot on location at Eastern State Penitentiary in Philadelphia, Pennsylvania, which closed for good in 1971 and reopened to the public in 1994.