Many of the scenes inside the Montreal Customs House were filmed inside the actual building. The filmmakers built some temporary additions and used some CGI to suit their purposes. For instance, there is no elevator that goes down from the ground floor to the basement.
Marlon Brando took to calling director Frank Oz "Fozzy" and "Miss Piggy" during the movie. Oz is the voice of the Fozzy Bear and Miss Piggy characters in The Muppets. Brando's hazing of Oz over his work with the Muppets got so bad that Robert De Niro was forced to direct Brando instead, with Oz giving him instructions via headset.
The thermic lance used on the safe is a real cutting tool. Pressurized oxygen is pumped through an iron tube full of iron rods. An oxyacetylene torch is used to heat and ignite the open end, creating a stream of burning iron. Producing a temperature of around 4,500 degrees C, a thermic lance can burn rapidly through concrete and steel.
In Jackie's final scenes, he is wearing a Baltimore Orioles cap. Edward Norton is from the Baltimore suburb of Columbia and an avid Orioles fan; he took batting practice with the team to help publicize the movie's premiere in July 2001.
The huge red ship in one shot is Orsula, a bulk carrier. It was built at at Jiangnan Shipyard, Shanghai, in 1996. Filmmakers hadn't planned to include Orsula in the background, but it spontaneously added production value.
On December 15, 2011, Orsula went aground on the St. Lawrence River near Becancour, Quebec, Canada, not far from its appearance in the film. The incident was caused by loss of control due to rudder failure, and resulted in no injuries, pollution release, or property damage. Orsula itself was not heavily damaged.
The trivia items below may give away important plot points.
Episode 59 of the television show MythBusters (2003) put the myth of breaking into a safe the way Nick did to the test. Using a thermal lance like Nick, they were able to burn a hole into the same model safe, but it took a very long time and several thermal rods. The contents of the Mythbusters' safe were burned as well. The safe was not watertight so they had to seal it from the outside before filling it with water. However, the underwater explosion did blow the door off before the glass relocker mechanism could engage. Based on the safe door becoming dislodged and past police reports they determined it was "plausible".
The filmmakers debated whether or not Jackie should kill Danny when he stumbles upon his scheme in the basement; ultimately they decided that Danny's kindness toward Jackie's fake alter ego Brian justified sparing his life.