Paul Bettany didn't want to play Tom Edison because they were shooting it in Sweden. Then his friend Stellan Skarsgård said that Lars von Trier's shoots are so funny that "you'll miss something extraordinary if you turn the part down". After shooting half the movie Bettany asked Skarsgård when the fun will start, which Skarsgård replied: "I lied. I did it because he is amazing to work with, and you wouldn't be able to see that before you were actually here yourself. I wanted to give you a chance, and you wouldn't have shown up if I had been frank with you"
Nicole Kidman is said to have communicated very little with the rest of the team, apart from practical issues. However, she did invite the team for champagne and caviar and flew in Mexican chefs to cook for everyone.
The famed introductory scene of Dogville seen from above was in fact generated by a computer from 156 individual shots. The ceiling of the filming studio was actually not tall enough to make one single, wide shot from above possible.
A fifteen-minute pilot film was made in the pre-production phase to test whether the concept of chalk lines and spare scenery would work. The pilot starred Danish actors Sidse Babett Knudsen and Nikolaj Lie Kaas. Dogville: The Pilot (2003) is featured on the 2nd disc of the Dogville (2003) DVD, released in November of 2003.
Inspired by Bertolt Brecht's "Ballade von der Seeraeuber-Jenny" ("Pirate Jenny or Dreams of a Kitchenmaid", Music by Kurt Weill) in the "Threepenny Opera". Grace actually quotes from the song once, when she says the coming night no one would sleep in the bed she makes ("es wird keiner mehr drin schlafen in dieser Nacht").
Jeremy Davies originally intended to be von Trier's apprentice, not to act in the film. He wrote a letter to the director stating that he plans on being a filmmaker and wanted to learn from him. von Trier invited him to the set, mentored Davies, and gave him a small role in the film.